Why do we see a mirror like thing on the road in the afternoon?

This is called a mirage.  The one you are referring to is
called an inferior mirage, meaning lower in the atmosphere.  The mirage is caused by
cold and warm air bending the light ray as it travels to your eyes.  If the air closer
to the ground is warmer than the air above it, the light ray bends in an upward path or
concave direction.  When the light reaches your eyes your brain thinks that it is from a
straight line of path.  However, the light ray has been bent and projects the image
above being the sky on the ground.  You brain may trick you into thinking it is water
because it is more realistic and common to see water than sky on the
road/pavement.