Welcome to Android Central! Not all devices support the ability to move an app to SD. If you go to Settings>Apps, select a bunch of apps, and don't see a Move to SD button for any app, then the phone doesn't support the feature. For phones that do support it, be aware that not all apps can be moved to SD.
If your phone doesn't support the feature, you'd have to root it and use an app like Link2SD or App Mgr III.