If you wish to send just one at a time directly from a cache page using "Send to My GPS", you may need to use the Firefox web browser (or other non-IE browser). It's tricky to get newer versions of Internet Explorer to work that way. There are a couple of things to install and configure, but it's kind of handy for a cache or two once in a while.
If you want to send a few hundred caches at once, make a "Pocket Query". This produces a couple of large GPX files containing up to 1000 caches at a time. It's easy and explained on the PQ page, but you may need more info specific to your particular GPSr if you get stuck. I placed PQs from several areas I often visit, on my Oregon 650, since there's "no limit" to the number of Geocaches that device can manage. That's pretty useful for reference. Before a trip to an area, I delete the old file and place a fresh PQ.
You may place any GPX file into [OR Drive]:/Garmin/GPX
I have placed my pocket into my garmin/gpx folder. I don't seem to see them in my oregon 600t. after putting in file, what else am I supposed to do?
