The trails are all interconnected. There are wooden signs with the trail number at some intersections. There are also other unofficial trails. The map you linked to is an overview of the entire Wilderness Area-not a detailed topo for navigating.
Here is a website with detailed trail descriptions and topo maps.
CartoCraft makes a very good waterproof topo map of the area with GPS waypoints too. Available at Alabama Outdoors.
You can do out and back or make overnight loops. If you have a shuttle partner you can walk across from one trailhead to another.