Welcome to Android Central! Use a file manager app or Windows Explorer to copy the files from the /DCIM/Camera directory (if all of the photos were taken by the Camera app) to whatever directory you choose in the SD card. To use Windows Explorer, connect the phone via USB, swipe down the notification panel, tap the USB icon and choose MTP. Then in Windows Explorer, open the phone in the device list and go to the /DCIM/Camera directory.
Remember, the gallery is not a storage location -- it displays all photos in the phone's storage, as long as there isn't a file called ".nomedia" in the directory where the photo is.