Welcome to Android Central! Where's the music from? If you downloaded it from Google Play Music, then you won't be able to locate the actual files very easily, because they're essentially hidden, with coded filenames. If it's from Google Play Music, you don't have to worry anyway, since those tracks should be in the cloud anyway.
If you have music files saved on your internal storage from some other source, then you could use any file manager app (like ES File Explorer or Total Commander) to copy or move those file from the source directory to the external SD card. That might be pretty tedious, though, especially if you have a lot of files. It might be faster to hook your phone up to your computer via USB, make sure the connection protocol is MTP, and then use your computer to explore your phone, copy over the music files to the computer, then transfer those files to a microSD card directly on the computer.