Your device would need to be running "Marshmallow" to set up a SD card to be "Internal" rather than the standard "External" storage. This and the device must be both capable of running it and also must not have any restrictions on it put there by the manufacturer to make it unable to turn the card "Internal". Yes, some actually do add that restriction.
If you can upgrade the device to "Marshmallow" then you can try having the card made "Internal". However, the card should be blank when you do this, as it will erase all that is on it anyway, and the card will also be formatted and encoded to only then work with that device.
If your phone is not upgradable or won't allow for the changes listed above, then the only option you would have is to either download to the phone itself and then move (what can be moved) over to the card. Photos, videos, etc., should be movable and they do take up a lot of room. Most apps are not movable.
The other option is to root the phone. For information on that, please visit the "Rooting, Jailbreaking & Unlocking" Forum.
http/www.tomsguide.com/forum/forum-117.html