The Edges (like your 530) use track files for navigation. You won't get "course points" but you can get "turn guidance" (the big white arrows) using any track file (either a ride you recorded or a synthetic track created using route planner software).

There is various software that will let you edit a track (I don't know if My Tour Book lets you do that). It's also not that hard to click along the roads to create a track (so, there often isn't that much need to use an actual track).

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I believe the speed from the wheel sensor and that calculated by GPS are both saved to the FIT file.

The wheel sensor speed will be better than the GPS speed. The wheel sensor is actually a bit quicker to react too. GPS calculates the speed based on change in location over time (which means it's less accurate at low speeds).

Golden Cheetah is a program that might let you see that.

It won't. The point of pairing is to tell the head unit (the 530) what id number your sensor is using (nothing else).