With no wind, then yes, they're the same. Imagine the heading is the direction you're walking in down the road to the shops, in still wind your course is the same. If there's a huge wind from the side that is almost blowing you off your feet then you now won't be walking in a straight line. The line you're now walking is the course, in a rather simplistic description.
However, for departure it's really not important. Most SIDS are RNAV based these days, which essentially means that the aircraft tracks itself along the route. Flying a raw data SID (which is where you manually follow the VOR radials) is incredibly difficult to do single pilot in an aircraft the size of a NG and even most real world pilots who don't really do it (i.e. anyone not flying a 707!) would not enjoy it very much. You could fly this one raw data, by following the SID instructions from the chart.
So takeoff and at 500 feet turn LEFT to heading 163. At 6.5 miles from the SPL VOR (which you'd tune on the nav radio to show the distance) it's a RIGHT turn to intercept the 282 bearing (direction, or course) to the CH NDB (which you'd also have tuned). You'd quickly tune your nav radio to the RTM (Rotterdam) VOR and spin the course round to the 017 radial, upon crossing which you'd turn LEFT to intercept the 251 radial to the PAM VOR (which you'd have tuned shortly after tuning the RTM VOR on the other side). And fly, do the gear, flaps, level off at FL60 and make sure that you're at 2500 feet by the time you go past the CH NDB.
Now you see why there's a LNAV button