Well you have a couple of options.
You can try and move them individually (one at a time) on the phone itself. Most devices don't allow for moving all at once.
You can install an app that will allow you to move all at once, but then the other apps on the phone may not register the photos/videos.
Or you can hook the phone up to a computer, move the photos and videos over to the computer. Then create folders, names, etc, that you want the photos and videos sorted by, and copy them over, all at once, to the phones SD card. I Say 'copy' for the move back, because it is always best to save a copy of personal things (photos, vids, music, etc.,) to a computer or cloud account so you do not lose them if the phone dies, is lost, stolen, etc.
Once the images are moved over to the card, via computer, your phone should be able to still access them.