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...