Assuming the 800 works the same as my 500, it won't read GPX files.
I create a route in MapMyRide and save the GPX file. Annoyingly when I started to use MapMyRide they had an option of saving as a CRS file, but they no longer do.
I now convert the GPX file into a CRS file using GPSies which works great, select Garmin Course CRS as your output option, and save. You will notice that the GPX file generally bloats somewhat during conversion.
Drag and drop this CRS file into your Course folder on your Garmin and it should show up. What is a little annoying is there doesn't seem to be a way of setting a course speed this way, unless it's an option I've just overlooked, so your virtual partner isn't of any use.
Strangely, Garmin doesn't even use a CRS file natively, when you select the CRS file for first use it converts it to a FIT file IIRC.
There are probably numerous other ways of doing this, quite probably more efficiently, but it works for me 95% of the time.
Just make sure you check the file on your Garmin before you need it, occasionally I've found that the device doesn't manage to convert the CRS file, or sometimes if it does, it doesn't work afterwards. Might be a glitch in MapMyRide or GPSies, who knows. You wouldn't want to find that your course is corrupted when you get on your bike having driven to the start!