The correct statement about the Aztec Empire is:
Its capital city Tenochtitlán was built on an island in the middle of a lake.
Tenochtitlán, the capital of the Aztec Empire, was indeed constructed on an island in Lake Texcoco. The other statements are inaccurate: the Aztec Empire was not the earliest civilization in the Americas, it was primarily located in modern-day Mexico (not extending into Central America as stated), and while the Aztecs did have a system of roads, they were not known for a vast system comparable to those of other civilizations like the Inca.