Odd link that for the gpx. I clicked it and a page of xml opened in the browser (Firefox).
A GPX file is just a bunch of XML, and different browsers treat files differently, some opting to open them in the browser by default.
What Garmin is it? They’re not all the same. For example, my Etrex 20, you just drop the file into the relevant folder. But on my Edge 500, there’s a ‘new files’ folder, where you need to drop it into, and the Garmin automagically places them into the correct place. However, the Edge doesn’t take a GPX file either. It needs converted to TCX first (easily done in something like bikehike.co.uk). Do it with a GPX and it will just continue to sit in the new files folder.