Depends. If you are trying to download photos, music, etc. (not apps), then you would set it up in the individual app(s) that you are using to download through. Like say the browser, etc. Go into the settings for that particular app and change the location it has set for where they are saved to.
Now, if you are talking downloading apps to the card, then the following are the needed instructions for that...
First, you need to be using a tablet that is running at least Android "Marshmallow" (or newer) or be able to upgrade to it. Second, you will need the instructions I am including below. And third, you need a phone that has not been restricted by the manufacturer from making this change. Which does happen.
NOTE: If any of the steps are missing on your tablet, or they don't work for you, then you have a tablet that either has an older Android version or has been restricted by the manufacturer.
How to turn the "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 tablet.
NOTE: If you don't reboot the tablet, many things may not work correctly, so make sure you do.
How to turn the "External" SD card into "Internal" storage on "Nougat".
IMPORTANT NOTE: Be sure you start with a blank SD card. When the card is converted to "Internal" storage, it will be formatted (wiped) and encoded (making the cards data only readable by that device), so anything on it prior would be gone.
1. Go to "Settings", and then select "Storage & USB".
2. At the bottom of the list you should see the SD card's details, including the option to format it and make it "Internal" storage.
3. Once this is done, reboot the device and you can start running things from the card.
If you don't reboot the tablet, some things may not work correctly, so make sure you do the reboot.