If it is an app that is telling you that you can move apps, it should actually tell you the specific apps that can be moved (as it would not mean all of them). It should show you a list of them and a button to tap to move them, through that app.
If it doesn't give you that (which would be odd) then you would need to go into "Settings"... "Apps"... "All" and locate the apps it is referring to individually. Tap on the one you are going to move and it should have a button that you can tap that says "Move to SD card" or something similar. If that is grayed out, you can't move that app.
To move most apps, however, requires other things be done.