It depends. Using Connect Interweb is easier than Explore Interweb as the trails I use are routable most of the time. Explore on Smartphone is good because where there are routable trails these can be used. However, in both cases the maps lack sufficient detail for New Zealand that I have to use Basecamp with NZ Topo Map overlays to see sufficient information for backcountry trails.
As Philip says, they work a bit differently and each has its advantages. Further, Garmin Connect can be broken into Mobile vs Web. I personally far prefer using the computer with big screen and mouse for creating my courses. I mostly do trails so the limitation with GC Mobile about no straight line drawing is pretty much a show stopper for me.
Explore isn't great for custom course points, but tends to be the easiest to create the course. It can be a bit confusing to get the course on your device though.
GC Mobile is probably the most limited as it has no direct line option if a road or trail is missing or doesn't quite connect in the data base. But it is probably the simplest solution to get a course on your Epix if it has the functionality you need.
GC Web is great for custom course points and quickly drawing out your route. It does have the ability to draw straight lines if the "routing" isn't doing quite what you want. You can also use "download FIT" to download the course to your computer which avoids having GC add turn points for every switch back and tight turn on trails. If you use "Send to Device" it will add those turn points which can get annoying on trails when you are getting constant alerts. Then copy that file to the Garmin\NewFiles folder.
It allows you to create courses/routes, can merge and split existing GPX tracks and lets you draw using routing or free hand. Another very nice feature is that it has Strava's global heatmap as a layer which is perfect for creating MTB and Trail Running courses.
Once done I export as GPX and import as a course in Garmin Connect.
You can also plan your courses in komoot (web or app) and then have it synced to garmin (needs to be enabled in garmin connect). From my point of view much more user-friendly.
