You would need to go into the camera app and check the settings. Make sure it is set to save the photos to the SD card. This will not change where the ones already on your phone will be though. They would stay on the phone.
A quick way to move them off the phone would be to connect the phone to a computer via USB cord, then locate all the photos that are on the phone itself. Then move them all over to an empty folder on the computer. Once that is done, and while the phone is still connected to the computer via USB cord, you can then copy all the images over directly to the SD card.