Welcome to Android Central! Which phone do you have, and what version of Android is it running?
There are multiple ways for you to move files to your external SD card, but for the most part, you're limited to moving media files like photos, videos, and music (not apps):
1. Install a 3rd party file manager like
ES File Explorer or
Total Commander.
2. Manage your files wirelessly from your desktop using
AirDroid.
3. Plug your phone into your computer via USB cable and see if you can move files around using Windows Explorer. This doesn't always work well, depending on the version of Android, since sometimes not all folders will be visible.