Well, there are two totally different things you are asking on.
In regard to photos, music, videos, etc. (not apps) you can set up each app you are creating them in (the individual apps settings) to save to the SD card. If they are files already on the phone, then the quickest way would be to connect the phone to a computer via USB cord, move all the files over to an empty folder on the computer, then, through the same USB connection, copy it all back over to the SD card.
Now, in regard to apps, that is more complicated. First you need to be using a phone that is running at least Android "Marshmallow" or newer. Second, you need to have a device that the manufacture hasn't restricted this option on, and third, you need the instructions...