You wouldn't 'activate' the card. SIM cards are activated. SD cards are just inserted and formatted to work with the device. Now to set it as the main download location it would need to be a blank card to start with and you would be setting it to show as "Internal" rather than "External".
That said, unless your phone is running Android version "Marshmallow" then you won't be able to set the SD card as "Internal". Older versions of the OS don't allow for this change. Also, some newer phones have been restricted by the manufacturers to not allow it as well.
Now you can move apps that allow moving to the card. You can also move photos, videos, music, etc., to the card. The phone itself will probably not allow downloading those items direct to the card either, however the individual apps you are using to download them may. You would have to check the settings within the apps.