You can't download games/apps directly from play store onto your sd card but you can download them directly from the internet to your sd card.
Follow these steps:
1. Go to "Internet" In your Google folder.
2. Then tap "more" In the top right corner.
3. Next, tap "Advanced".
4. Now check for "Save content to ".
5. It will be on "Device" But, change it to SD card.
6. Now you'll be able to download games/apps directly from the internet to your SD card.