Hi Luke!
You can do it with and without a PC. Here, I'll explain both:
Without PC:
You need to have a File Manager. Many android phones already have one. Goto folder where you data is stored. Select it by using Multi-Select option, select Move or Copy option and then navigate to the folder in your SD Card and select Paste option.
With PC:
You will need your phone itself, it's suitable USB cable and it's suitable drivers (Can be installed by going to Device Manufacturer's website or by installing the software required Like Kies for Samsung.)
After driver download is complete, go to My Computer, and under Portable Handheld Devices (Or Portable MP3/MP4 Player) option (As your computer shows) your device should be listed.
Click on it, goto phone option and copy (or cut) the required files. Then go back and select Card, and then paste files into desired folder.
-Arushawasthi
Devices owned:
HTC Wildfire (PRE)
Samsung Galaxy Grand (PRE)
HTC One M7 (Current)