Use the My Files app on the phone. It will list "Internal phone storage" and "SD card." The former refers to the onboard 16 GB of built-in memory (of which only 8 GB is really available, since the other 8 GB is used by the system). The latter refers to your external SD card.
Select Internal phone storage, and find DCIM. Your photos should be in that folder or possibly a subfolder called Camera. Long press any photo you want to move, and you will get a list of options. Select Move, then hit the back button until you're at the base My Files screen. Then select SD card, go to the folder you want, and touch "Paste here" at the bottom of the screen. If you want to make a new folder first, then just go to where you want to create it, hit the Menu button, and select "New folder."
Doing this each time for each file can be a pain, so you might want to just do it using your desktop or laptop. Hook you phone up via USB, and it should default to mass storage--the internal storage and SD card should show up as 2 separate drives in your computer's file explorer. The first one should be the internal storage, while the second one is the SD card. As before, find the DCIM folder in the internal storage drive, then move all of the files to the SD card's drive.
To make sure the camera saves photos to the SD card in the future, hit the Menu button, then the settings (the gear icon), then scroll down until you see Storage Location. Touch it, and select SD card.