DP confusion. Do I turn left or right if not told?
The ROUTING is DHP 322 radial to WINCO.  So that's the course line that you'd intercept when so instructed.  There is no reason to actually start at DHP, and since you'll be flying the heading off the runway, the leg from the field to DHP in the Garmin is immaterial.  You can expect that they'll either clear you to WINCO, or (for a non-RNAV aircraft, most likely)  that they'll clear you on a heading to intercept the DHP 322 radial to WINCO (and thence as filed), so you'd cycle the active leg from the {OPF to DHP} leg, to the next leg, which is {DHP to WINCO} (which is the same as the DHP 322 radial), and then you'd intercept that active leg.

Nothing in those instructions is telling you to fly to DHP, nor should you expect that you'd get a clearance to do so.

To answer the question in the title, until you're told otherwise, you fly the initial heading in the text instructions.  You're on vectors, so don't turn until told to do so.

If you go lost comm, then AVE-F would tell you that you're on Vectors to WINCO, so get yourself there as best you can, probably by turning direct if you're RNAV equipped, or flying the radial if not.

EDIT: Note, though, that in the normal (with comm) case,the DP instruction is NOT to fly heading 273 to intercept the radial; it is to fly that heading.  That's your only CLEARANCE.  ATC will turn you to intercept on whatever heading they want you on.  Only in the case of lost comm would you turn to WINCO upon reaching the 322 radial.  In all other cases, follow ATC instructions.