As you've seen, the heightmap does not allow for 'bridge' features.
But if you have a 3d model of the bridge (or can make one), you can add this in your user directory in Models\LandObject\ObjectName (user directory is normally %appdata%\Bridge Command\5.6\, so this would be %appdata%\Bridge Command\5.6\Models\LandObject\ObjectName). Then you can load this into your world model in the same way as any other 'land object'.