It depends on what kind of files you are trying to set to be on the SD card. If you are talking just music, videos (not including places like netflix), photos, etc., then you would use either the phones file manager to move the files over to the SD card, or to move a whole bunch at once, connect the phone to a computer via USB cord, move the files to an empty folder on the computer and then, while still connected via USB cord, copy the files over to the SD card. This will also leave backups on the computer.
However, if you are a talking apps being saved to the SD card, and run from it, well that is a whole other story.
First, you need to be using a phone that is running at least Android "Marshmallow" (or newer) or be able to upgrade...