Welcome to Android Central! Not all devices allow apps to be moved to SD--if your device can do it, you'll see a "Move to SD" button in the Settings>Apps menu, when you select an app. Keep in mind that not all apps can be moved, even on devices that allow the function. And if you do move an app, only a portion is moved.
You also can't download an app directly to the SD--it has to download and install first to Internal Storage. This can be problem if your Internal Storage is already pretty full. This is why I always recommend getting a device with as much Internal Storage as you can afford.