If you are wanting to set it for all downloads, etc., to automatically go to the card, unfortunately you cannot.
Your phone should be running Lollipop and only Marshmallow allows for download setting to SD card. However, that said, even if you had Marshmallow, you would still not be able to send all to the card. Most sites do not allow for downloading apps and files directly to a SD card, and most apps themselves will not run from a card.
You would have to download to the phone itself, and then move the items over to the card. If, that is, the item will allow moving.