The simple-to-the-point-of-being wrong answer is:
Plug the Garmin into the computer, and wait for it to appear as a mass storage device.
Then, in windows explorer ( Win-key + e ) navigate to the Garmin device which will have appeared as a drive;
Go into it, and navigate to the Garmin folder;
Inside the Garmin folder is another folder called NewFiles.
Dump the GPX here.
Back out to Windows Explorer top-level where you can see all the drives.
R-click the Garmin device and select eject.
Unplug the device, and re-boot it to complete the import.
Longer answer is 'it depends'.
It depends on what is in the GPX, and where it came from.