Welcome to Android Central! The pictures aren't stored in the Gallery -- they're on a directory in your Internal Storage (/DCIM/Camera, if they were taken by your phone's Camera app). The Gallery scans all storage areas for photos and builds a database of them, and then displays the photos regardless of where they're stored.
You can copy or move photo files from Internal Storage to the SD card using a file manager app (if your phone doesn't have a native file manager app installed, try a 3rd party one like Total Commander). Or you can connect the phone to your computer via USB cable and use Windows Explorer to drag and drop the files.