Assuming that "lateral" means parallel to one of the sides of the square, the following program changes the grid into a conventional maze:

DECLARE FUNCTION gcd! (x!, y!)
DATA    40,70,119,25,56,50,100
DATA    35,33,51,65,39,65,38
DATA    28,121,253,143,49,14,56
DATA    77,52,65,30,35,10,133
DATA    14,78,77,14,20,21,45
DATA    15,30,55,65,42,14,15
DATA    85,68,51,66,55,45,72

FOR r = 1 TO 7
FOR c = 1 TO 7
  READ grid(r, c)
NEXT
NEXT

CLS

PRINT "+-----+-----+-----+-----+-----+-----+-----+"
FOR r = 1 TO 7
   PRINT "|     ";
   FOR c = 1 TO 6
     IF gcd(grid(r, c), grid(r, c + 1)) = 1 THEN PRINT "|     "; :  ELSE PRINT "      ";
   NEXT c
   PRINT "|"
   PRINT "|";
   FOR c = 1 TO 6
     PRINT USING " ### "; grid(r, c);
     IF gcd(grid(r, c), grid(r, c + 1)) = 1 THEN PRINT "|"; :  ELSE PRINT " ";
   NEXT c
   PRINT USING " ### "; grid(r, 7);
   PRINT "|"
   PRINT "|     ";
   FOR c = 1 TO 6
     IF gcd(grid(r, c), grid(r, c + 1)) = 1 THEN PRINT "|     "; :  ELSE PRINT "      ";
   NEXT c
   PRINT "|"
   IF r <> 7 THEN
     FOR c = 1 TO 7
       PRINT "+";
       IF gcd(grid(r, c), grid(r + 1, c)) = 1 THEN PRINT "-----"; :  ELSE PRINT "     ";
     NEXT c
     PRINT "+"
   END IF
NEXT r
PRINT "+-----+-----+-----+-----+-----+-----+-----+"

FUNCTION gcd (x, y)
 dnd = x: dvr = y
 IF dnd < dvr THEN SWAP dnd, dvr
 DO
   q = INT(dnd / dvr)
   r = dnd - q * dvr
   dnd = dvr: dvr = r
 LOOP UNTIL r = 0
 gcd = dnd
END FUNCTION

The result is:

+-----+-----+-----+-----+-----+-----+-----+
|                 |     |                 |
|  40    70   119 |  25 |  56    50   100 |
|                 |     |                 |
+     +-----+     +     +-----+     +     +
|     |           |                 |     |
|  35 |  33    51 |  65    39    65 |  38 |
|     |           |                 |     |
+     +     +-----+     +-----+-----+     +
|     |                 |                 |
|  28 | 121   253   143 |  49    14    56 |
|     |                 |                 |
+     +-----+-----+-----+     +     +     +
|     |                             |     |
|  77 |  52    65    30    35    10 | 133 |
|     |                             |     |
+     +     +-----+     +     +-----+-----+
|           |                 |           |
|  14    78 |  77    14    20 |  21    45 |
|           |                 |           |
+-----+     +     +-----+     +     +     +
|                       |           |     |
|  15    30    55    65 |  42    14 |  15 |
|                       |           |     |
+     +     +-----+-----+-----+-----+     +
|                                         |
|  85    68    51    66    55    45    72 |
|                                         |
+-----+-----+-----+-----+-----+-----+-----+

The shortest path seems to follow the numbers 25, 65, 143, 253, 121, 33, 51, 119, 70, 40, 35, 28, 77, 14, 78, 30, 68, 51 and 60, a total of 19 squares or 18 moves.

The longest without going into any square more than once seems to be 25, 65, 39, 65, 50, 100, 38, 56, 14, 10 (or 49), 35, 30, 65, 52, 78, 30, 55, 77, 14, 20, 42, 14, 21, 45, 15, 72, 45, 55 and 66, a total of 29 squares (28 moves).