Hmmmm, there are two paths down from the dam, both ultimately ending at Loriaz. The high path seems to go right up into the mountains, and is dotted so as to suggest a scramble/very difficult walk. The low path is more direct to Loriaz, and seems to follow the contour, maybe a small ascent/descent. It goes below a few cornices and does look very exposed.
That's the only trail in the vicinity on the map, at least in the Chamonix direction. There is another trail in the opposite direction (deeper into Switzerland) to Finhaut, but that seems to follow the road a bit too much, I'd speculate it's not the one to ride, but I've no idea.