For show jumping, I first walk the course twice to see where the jumps are. When I'm done walking the course, I stand back and follow the jump sequence with my finger, saying the numbers of each jump my finger "jumps". After I have done that a few times I close my eyes, visualising the course in my head still using my finger to to the turns and going over every jump.
When I've finished with that, then I warm up my horse. Once my horse is warmed up, I stand to watch one or two others jumping the course, and then walk around until my class. As soon as there is one more person in front of me, I close my eyes and visualise the course again and follow it around with my finger.
I hope that helps you.