Do you upload your ride/activity files to any website like Garmin Connect, RideWithGps or Strava? If so, then just look through their help or FAQ's and they'll have info for getting courses you create on them to your Garmin Edge 800.
If you have a properly formatted course file, you can just open the file browser on your computer and drag and drop it in the /garmin/newfiles folder on your Edge and it will import the file the next time you start your Edge. If the course file doesn't show up on your device after re-starting it, then check the newfiles folder again. If it's still there, then something is wrong with the file format, or it's not a course file that Garmin recognizes.