The main turn off of 338 north of Sweetwater Summit is signed "Nye Canyon". This is FS 42031.
All of the junctions on the route to Bald are signed. There is only one turn- onto FS 22510.
FS 22510 goes all the way to within 1/2 mile of the summit (Do not be tempted to take FS 22511 once the peak is in view or to head directly to the peak)
A full 4wd should be able to go the full length of FS 22510. A higher clearance 2wd (or AWD) will probably want to stop at some point after turning off onto FS 22510. The road hike is relatively easy so no need to get aggressive with the driving portion.