Well, for specific apps (that you may have pictures, videos, etc., in) you would have to check the individual apps settings how to do that.
For the ones that are stored on your device using the standard stuff it came with (not alternate apps) then you can do the following.
To change where certain items are saved go to "Settings" then "Storage" and finally "Transfer Data to SD Card".
You might also try going into the cameras settings and see if it will allow you to change the save location to the SD card.
Another way to move stuff, all at once rather than a little at a time, is to plug the phone into a computer, via USB, and copy or move all the info you want off the phone into a folder on the SD Card. You might also want to save a copy on the computer as well, so you don't risk losing anything.
I suggest you back up regularly to a cloud account or computer. I have seen to many people lose everything through lost phones, stolen phones, phones that die, lost SD cards, damaged phones, etc. If it is something you want to keep, back it up.