Yes you can. Export them from Strava as GPX files. Connect your 520 to your computer and drop the course files into the 'New Files' folder. Disconnect 520 turn off/on, and you'll then see all of your courses on the Garmin.
How do you get them into Garmin Connect without connecting your Garmin to the PC? As I can't connect my Garmin to my PC at work.
I be the same method would work if you download the same file from Strava...then upload it to your courses on connectgarmin.com. Then take your phone and sync it with the 520
AFAIK there isn't any option to import gpx as a course in garmin connect. Do you mean import the gpx as activity, then saves it as course and then deletes it?