...then notice that my phone memory wasn't getting better...
To make sure we're all on the same page, are referring to RAM memory, or your storage space? An external SD card will not impact memory one bit. It can, however, reduce the internal storage usage by offloading data to it.
Assuming you're talking about your internal storage space, most apps default to saving their files to internal storage. Many have the ability to save their files to the sd card, but it is app dependent and you have to manually change it in each app's settings. Many apps also don't give you this option.
There may also be an option in your app manager to move some apps to the sd card. Again, this is dependent on how the app developers programmed their app. Even if you have this option, it'll only move part of the app data to the sd card. Some will always remain on internal storage, and the amount moved will vary. A third option on some phones is to reformat the sd card as affordable storage. This will treat the sd card the same as internal storage, but comes with some drawbacks (namely you can no longer use the card in other devices).
In general, sd cards are best suited for media and other stand alone files like documents.