What's your phone model?
All Android phones should come with a file manager app which can transfer/move files between phone memory and the SD card on the phone. However, the specific operation usually varies from device to device.
On my Samsung S5, I can go to My Files(file manager app on Samsung)> Audio> Choose all audio files and tap menu> choose Select> Tap Select All> Menu> Copy(don't choose move to avoid accidental error) > Choose SD card> PASTE HERE.
Alternatively, you can connect your phone to PC via a USB cable and do the transfer on PC.