Well you can't just transfer them, you need to 1. have the right version of Android, which would be "Marshmallow" and 2. you need to have a phone that the manufacturer hasn't restricted using this option on. Many do that. Below are the instructions on how to make the card "Internal" storage rather than "External". If you are running, or can upgrade to, "Marshmallow" then you can try it out.
How to turn external SD card into internal storage on "Marshmallow".
NOTE: Please be sure you start with a blank SD card. It needs to be blank because when the card is converted to "Internal" storage, it will be formatted (wiped) and encoded (making the cards data only readable by that device).
1. Go to device “Settings”, then select “Storage”.
2. Select your "SD Card", then tap the “three-dot menu“ (top-right), now select “Settings” from in there.
3. Now select “Format as internal”, and then “Erase & Format”.
4. Your SD Card will now be formatted as internal storage.
5. Reboot your phone.
NOTE: If you don't reboot the phone, many things may not work correctly, so make sure you do.