NOTE: Remember, some services will not allow you to move the files off the device. That restriction is through them and nothing you can really do about it.
If you want to just move files (photos, videos, music, etc.), not apps, to the SD card you can use the file manager app that is on the device, or if there isn't one you can download and install one to access and move the files. Sadly, they usually only let you move one or two at a time.
To move them all at once, or in large amounts, you can connect the phone to a computer via USB cord, then move the files over to an empty folder on the computer. Once there, and still connected via USB, you can then move or copy the files over to the SD card. Personally I would suggest leaving a copy on the computer as a back up.
Once that is done you should then go into the apps that you access the files through (like gallery, etc.) and change the apps individual settings to look for the files on the SD card. You may also want to change the settings in apps that you use to create new files (like the camera) to save new ones to the card rather than the phone.
Now if you are wanting to move apps to the card, that is a whole other story.