Unfortunately, artillery has no effect on the terrain at all. The graphics are pretty, but they don't do anything. I wish it wasn't so.
What you can hope for is catching a convoy unaware and slaughtering them with indirect fire. Tis a favourite tactic of mine plotting out of LOS artillery fire into locations where I think my opponent is forming for an assault, or where the artillery is likely to be situated, or headquaters and transport parks.
To slow down an advance, set up an ambush in woods where the roads travel through them. Target armoured vehicles and destroy 6 in the same hex, effectively blocking the road to use.
Hope that helps
Take care and good luck
Jason Petho