Difference between navigation and courses

If  you intend to log the activity as run/walk/hike - use the activity. If you just want to get to the end, choose navigate

To expand on this, within an activity you can select "Navigation" from the menu, and it will bring up various things you can choose from; Points of Interest, Around Me, Saved Locations, Back to Start, Courses, etc.

If you see a Courses option when you first open the menu, it's because the watch auto-generated a shortcut for it because you recently used it. Selecting the Courses shortcut from the main menu is the same thing as taking "the long way" through the menu by selecting Navigation > Courses.

It doesn't matter whether you do Menu > Courses, or Menu > Navigation > Courses, the end result is the same, and you'll get turn-by-turn directions (assuming the course, map, and watch settings all support turn-by-turn).

The difference is navigation gives you instructions, where courses paint a path on the map but no instructions. It will alert if you leave the course

To add some more to this.

If you use Navigation='Use map'-mode, line to follow and turn instructions are created by watch based on the map. File itself can be very simple.

If you use 'Follow course'-mode, all details of the course line and turn instructions are in the file itself. With Garmin Connect you get the turn instructions automatically when downloading, with other tools you have more control.

My experience with [Some Activity] -> [Activity] Settings -> Routing -> Courses -> Use Map is not so good for courses above 10 km, it seems it is too difficult for watch to recalculate route to back you to the course using map in the city, my watch f6XProSolar can't recalculate route fast enough to point me back on track when I am running, it seems watch is going to constant calculating loop. 

Same. I tend to stick to follow course. Plus the one time I tried a route from the maps RoundTrip option, it routed me onto a road with no pavement! So yeah, I stick to follow course

How I can add TBT when I create a course at garmin connect website and I use follow course?  It doesn't generate TBT only a message that you are out of course.

I don't think Connect generates TBT, I think Garmin Explore does, which is a mobile app/website. Try generating the course there and using the mobile app to send it to the watch.

explore.garmin.com/.../