How do I connect my garmin venu to a course or which is the best app/method to plan a course before my run?
Not sure whether Venu supports the course navigation. I checked the Venu user manual, and only see the option of a simple navigation to a saved location. You'd be better advised on the forum of Venu, where (unlike here) everyone is familar with the device.
However, if Venu is compatible with Course navigation, then the best way is creating your Course in Garmin Connect, and uploading it to the device from there.