If you install a new SD card, the phone should ask you if you want to format it as internal storage. If it does not, your phone does not have that ability.
If you go to the application manager, you can move some apps to the SD card, you will see a "Move to SD Card" option and be able to click it. Many apps do not allow that though, or can only move part of them to the SD card. Also make sure your personal files like photos and movies are on the SD card.