Have you actually saved them as Courses on the device? You have to do this manually, it doesn't happen automatically. They should then appear in the Courses folder when you connect the device to your PC via USB.
I don't think Courses created on the device will sync to Garmin Connect otherwise. The only other option afaik is to actually ride the Courses, then when you sync the ride to Garmin Connect, save the route as a Course.