When the Zumo XT is also connected, you'll see the Zumo XT on the left side below your lists in Basecamp and you can drag the chosen route and track directly to either the 'Internal Memory' or the 'Memory Card' of the Zumo XT! Basecamp will take care to put it in the right folders - if you don't have them on the sdcard, it will create it!
The saved .gpx file on the card will have the name of (number).gpx - but if you name the route and/or the track just as you like, you'll see this name on the Zumo XT when you import it. For example if you name the route and the track 'Holiday Day 1', there will be a file with '0.gpx' on the sdcard - but when you choose 'Import' in the Trip Manager, you'll see 'Holiday Day 1' - same, when you import a track!
Sadly there is no 'sign' directly on the Zumo XT that shows, if a sdcard is present/recognized or not - best proof is to connect the Zumo XT to Basecamp: If you see 'Internal Memory' and 'memory Card' on the left side in the list, than all is ok...However, I cannot seem to see any indication there is an SD card inserted into the Zumo, let alone getting the unit to read what is on it. Am I misunderstanding how the SD card works in the Zumo?