skywalkerhild14 is quite correct. That is a way to move them if already on a computer. Here is a bit more info on ways to put files on an SD card from the phone alone, via an app, etc.
If you want to just move files (photos, videos, music, etc.), not apps, to the SD card you can use the file manager app that is on the device, or if there isn't one you can download and install one to access and move the files. Sadly, they usually only let you move one or two at a time.
To move them all at once, or in large amounts, you can connect the phone to a computer via USB cord, then move the files over to an empty folder on the computer. Once there, and still connected via USB, you can then move or copy the files over to the SD card. Personally...