Well, photos already on the phone will have to be moved to the SD card. You can either use the file manager app on the phone (if it doesn't have one you can download one) and move the files from the phone to the card using it. It usually only allows for moving one or a small amount of files at a time. Or you can connect the phone to a computer via USB cord, move all the files to an empty folder on the computer and then, via that same USB connection, move or copy the files back over to the SD card. Personally I would suggest saving a copy on the computer as a backup.
Now, to get your future photos to save to the card, you will need to go into the app you use to create them (say the camera app as an example) and change the settings in...