Have not tried it myself but that thread says to copy the TCX file to the folder called NewFiles.
If you install the Xert Player for Connect IQ that app is started on the Garmin and you load the workout into the app and play it there. To do that make sure the 530 is connected to Garmin Connect on your phone to load the workout. When the workout is finished you can close the Xert app and resume Garmin operations. However, users have reported that you lose sensor connections when you do that and have to stop and re-pair from the Garmin menu.
As to whether you can successfully complete workouts outdoors depends on terrain and traffic conditions where you ride.
See this post: Xert Data Fields on my Garmin