Well that is because when you look to download or install anything, it automatically goes to the phones "Internal" storage and not the SD card which is "External" storage. While you probably can't save apps to the card on that device, I will include the instructions on what is needed though anyway, you should be able to move other things like photos, music, videos, etc., to the card.
Now for apps, 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 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...