CoPilot can say the name of the roads or the exit numbers when a text-to-speech (TTS) voice is enabled for your language. In order to select it, go to Regional & Voices, through and select Language.
Then, choose your language, and you should* see the list of available voices, where the first one is usually the TTS one. Tap Download and Done.
*TTS voices are incorporated in CoPilot on iOS and on Windows Phone devices; while they are a free feature within Android devices, which might need to be switched on.
To enable TTS voices in Android, go to the device's Settings, and to Language and Input > Text-to-Speech Output, to select your preferred TTS engine, and install it.
Once you've done this, launch CoPilot and follow the instructions above, to enable the TTS voice.