Here's a website with printable maps that shows all the gravel roads by county in North Dakota:
The two counties in the SW part of the state, Billings and Golden Valley, are where the south Unit of Theodore Roosevelt national park is. You can't ride trails in the park, but there is plenty of nice riding outside the park in the badlands. I believe the Lewis and Clark trail goes through the Williston area, more in the NW corner of the state, but beware of heavy oilfield traffic up there, including most of the gravel roads.
Before travelling to Williston, if you decide to bypass SW N. Dakota, you could visit Washburn, ND (about 40 miles north of Bismarck). Washburn is home to the Lewis and Clark Interpretive center, which is just a mile or so from a replica of Fort Mandan on the banks of the Missouri river, where I believe the expedition made their longest layover of the journey during the winter of 1804. The original site is gone, located where the river now flows, but the replica fort is close to the original site. From Washburn, you can take Hwy. 200 over to Killdeer and shortly thereafter turn north on Hwy. 85 to Watford City where you will hit the intersection (still hwy. 85) that takes you to Williston. Alternatively, you could ride north from Killdeer on Hwy. 22 and work your way around to Watford City, which is in my opinion, the most scenic hwy. in the state, but I don't believe you could get to Watford by gravel using this route.
Not too far from Williston is the Fort Union trading post, a fur and hide marketplace established in 1828:
Myself, I've only ridden gravel in the SW part of the state, but have driven my car -- but not very extensively -- on the gravel roads up by Watford City doing well site and easement work.
If you work your way as far as Missoula, Montana, look into riding the Lolo motorway (all gravel and off-road really), which I rode last summer. Here's the RR I used to help plan my trip:
And should you be interested in any little side trips in Western Montana, here a short guide to ghost towns and deserted mining camps:
Sounds like a fun trip. Hope some of the info. I supplied helps in your planning.