There should be a file manager app on the phone that you can use to move them. If there isn't you can also download and install one.
My personal fav way to move things is to connect the device (with the card in it) to a computer via USB and then move the files to an empty folder on the computer. Once moved, you change can then copy or move them over to the phone itself. This way can be much faster as you can move all the files at once rather than one or two at a time.