Welcome to Android Central! All SD cards should work when you insert them into your phone. If the card happens to be unformatted (which shouldn't happen), the phone should ask you if you want it to format the card. If nothing happens at all, I'd be concerned about a defective or counterfeit card.
Does the card work in your computer? Are you able to save files to the card there?
If you do get the card working, then the easiest way to move that many files is to connect the phone via USB to the computer, then use Windows Explorer to drag and drop the files (or the whole folder) to the microSD card, using the Copy function, not Move. The photos taken by the camera should be in the /DCIM/Camera directory.