There are not any courses to "download".
When you first open the game app, click on the bottom gray tab GAME MODES, there you will see different options for playing. You can either join a game or create your own. If you click "create" you will see the courses available to play.
You can do the same if wanting to play solo. When clicking "GAME MODES" on opening screen, at top click on Single player, then "solo", you will see the many courses to choose from.
For any other questions pertaining to how to navigate, attire, etc.. I suggest using the search box in the right column of this page. Most of the answers you will seek will most likely have already been given in previous threads.
Good Luck