I am not sure I totally understand your question, so let me ask. Are you asking how to find a "my files" app on the phone and also how to change your Google Chrome downloads to go to the SD card instead of the phone?
If that is right, then with the first part, any apps should be all in the same place on the phone. If you are not finding it in the apps area, then it isn't on the phone. You may have to see if you can get it, and install from the Sony site or if it is on Google.
And about the second part, well your phone itself can only be set to download to the SD card if your phone is running Marshmallow. If it is, you can set it to download things to the card "if" the site downloading from allows it, and the app you are downloading...