Navigation trouble

You have to select the course from the saved courses list.

You also need to have turn guidance enabled (use the settings option at the lower right of the saved courses list).

There will be a purple line on the map if you have an active course.

You'll also see a list of turns when you click on the text at the top of the map screen.

It might be helpful to point out that riding and saving your ride data is independent of navigation.  When you press the Start button, the Edge starts recording your ride.  When when press it again, it'll give you the option to save or discard what has been recorded so far, or you can press it again to continue the ride.   This is the same whether you're just riding or if you are using the Edge for navigation.  For navigation, you have to select the course from those saved to your device and then choose to navigate it.  It will then provide guidance during your ride. You can choose to cancel navigation and still continue your ride and it  will continue being recorded until you press the Start button as mentioned above. And you can even Start a ride, then during that ride choose to load a course and navigate a course while continuing to record your ride.