I can confirm that, yes, you transfer the course into 'new files' in the SD card directory, (not the internal directory). Then the unit converts it to a fit file, and it stores that new fit file in the SD directory 'courses' folder.
I have done this today, putting a course onto my 810's SD card, which became a fit file on the SD card. Then I moved the card to my 800, and the course was available on that unit too.
It good news for folks with two Garmins..
(I must admit that I only have an 810 because the existing 800 had a few mid life crises, letting me down unpredictably, and I didn't have confidence in it.. I still carry it, just in case!!)