Columbus claimed to have found a route to the West Indies (what he was looking for). He belived his claim until his death. However, it was later discovered that he had in fact found the Americas.
Human autonomy is the key concept of Enlightenment ideas. This passage relates to those ideas because Napoleon is refering to the importance of reason over beliefs. When he says "the souls of men proceed along different roads" he is also claiming that any religion is valid to feel close to the creator. In a sense Napoleon makes reference to secularization (the idea of religion and politics should be separated and that one's method of worship should be a private matter). That is why he claims that he could be Catholic, Muslim, or Jew.
