Well my first question is "Do you mean transfer from your computer to the sd card"?
"Do you mean transfer from internal phone memory to the SD card"?
The last link will be the one to read first.
You can long press the photo or video and select move to SD card. You can also go to the Google Play Store and download Astro File Viewer after its installed open you internal photo and video folders under internal storage and select each one and select transfer and select your sd card. However you must make folders called pictures and video and music before you transfer from internal to sd memory card.
Its easy after you get use to it. A quicker way is to hook the phone via usb and select all the photos, videos and music you want then copy to new folders you make on your desktop. After they are on the desktop you then access the sd card which will be assigned a new drive letter, again make the folders as I said above on the sd card first. You then open the folders one at a time from your desktop and select all. Do this for each media you want on the sd card.
You thenthen go to the folder on the sd card and right cluck and select paste. you are now all done.
Additionally in your camera settings chane it to save to the sd card instead of internal memory. This way they will save there from now on.