Yes, the winter road to Webequie goes through Pickle Lake. There is a year round road (although very remote) from Pickle Lake to the gold mine at Opap. I believe thats Goldcorp, but don't quote me on that. The distance from Webequie to Nakina in a straight line is almost exactly the same as to Pickle Lake. The kicker here is that most of the supplies that go in on the winter road come from Winnipeg. So even though those distances are the same, the overall shipping time from Winnipeg is far less through Pickle Lake.
As far as the road to Ogoki Post (Martin Falls) from Nakina, I believe that map to be accurate. There are a series of logging roads that are maintained during winter that extend north of Nakina. From where they end to Ogoki Post is winter road.