Download (export) the file to your computer in the .tcx format, then make sure it is named as you want. If not, rename it to the name you want, keeping the .tcx extension. Copy the file to the New Files folder in the Garmin unit. The next time you start the 510, it will take longer than normal to become active. Once active, hold down the enter button, go to Training, Courses, the course you downloaded should be there. Make sure it's highlighted, hit enter, highlight Do Course, enter. To stop the course, Enter, Training, Stop Course.
I googled my question & found a similar reply. But I don't know what it means to "copy the file to te new files folder in the Garmin unit". All I ever do is download my new ride. I don't ever see any folders in the Garmin unit. Do I need Garmin connect open to do this? The file folders are on the PC somewhere?
EDITED to add:
Ok, I figured out how to find the Garmin while connected to the computer, I couldn't see it previously because the unit wasn't on. Now with it on, I can see that it hardly has any space left on it because there's a zillion rides in it. I thought when I downloaded them to Garmin Connect, they were automatically transferred off the unit. What do I need to do? Manually go into the Garmin folder, then activities folder, then delete each activity individually?
Also my PC doesn't recognize a .tcx file and it tries to help me find the correct software to download it. What the heck? I will have to try to bring it into work and see if my work computer can do this.