Unfortunately, unless your phone is running Marshmallow, it is not possible to download directly to the SD Card.
Also, even if you do have Marshmallow, the site you are downloading from, as well as the app you are downloading, must allow for downloading directly to the card.
You could try moving some of what is on the phone to the card, to make some room. Then when you download new things, move them over to the card after downloading. As long as they are movable to the card. Many apps are not.