That depends on the OS version you have. Android started moving away from storing app data from SD cards (even if the phone has one) a long time ago, and only allows media and external downloads from apps (if you have a very old version, however, it may still support moving app data to it).
If the phone still supports app data on SD cards (not recommended as apps will fail if the card fails or gets removed), you should see the option on an app's settings under the STORAGE section; you'd see a 'move to SD card' option or something similar.
If you want to move media, you can use the phone's File Manager to move files to/from the card, but if you want that to be automatically done, you need to check each app's specific settings. For instance, your camera should have an option to store pictures either in internal or external storage.