Once you have selected your device type and selected to download the file (TCX for 500/510, GPX otherwise) your browser will download the file to your disk.
Where it goes depends on your browser and set up. I prefer Google Chrome. In this case you get a little box in the status bar for the file you have downloaded:
Click on the drop down arrow and select the “Show in Folder” option. This will jump you straight to the file selected in Windows Explorer. You can then right click on the file and select “Copy” from the context menu.
With Internet Explorer, it’s similar, but you have to confirm you want to Save the file:
And then select Open Folder:
You then need to navigate to your Garmin. On the tree on the left side of Windows Explorer there should be a GARMIN device, if you plugin your Garmin via the USB cable.
Clicking into this should show your Garmin folder, and inside that, your GPX (Edge 605, 705) or NewFiles folder (Edge 500, 510, 800, 810, 1000, Touring, Touring Plus). Click into there and press Ctrl-V, or right click and select Paste to copy the file in.
That should be Job Done. However, some users find that clicking on the GARMIN device launches various Garmin software. This is irritating Windows Autorun features. Just close whatever it opens and hopefully it’s let you in. If not, on the left hand side, when you hover over the GARMIN device you should get some little expander arrows or plus signs.
Carefully click on these smaller icons to expand out the folder structure until you can see the GPX/NewFiles folder and click directly into that to paste.
And that really is job done.