In this paper, we study the problem of exploration and navigation in an unknown environment from an evolutionary swarm robotics perspective. In other words, we search for an efficient exploration and navigation strategy for a swarm of robots, which exploits cooperation and self-organisation to cope with the limited abilities of the individual robots. The task faced by the robots consists in the exploration of an unknown environment in order to find a path between two distant target areas. The collective strategy is synthesised through evolutionary robotics techniques, and is based on the emergence of a dynamic structure formed by the robots moving back and forth between the two target areas. Due to this structure, each robot is able to maintain the right heading and to efficiently navigate between the two areas. The evolved behaviour proved to be effective in finding the shortest path, adaptable to new environmental conditions, scalable to larger groups and larger environment size, and robust to individual failures.