1) Open Finder
2) Insert SD card (the card should show up on the left side below the existing drive(s)).
3) Click on the drive letter associated with your SD card
4) Do one of the following to select files:
a) Select the file you wish to copy by clicking on it once OR
b) If you wish to select more than one file and they are not in sequential order you click on the first one and then, while holding down the Command key, click on the other files you wish to copy OR
c) CMD (Command) + A to select them all
5) Command + C to copy the files (Press the Command button and the the C key)
6) Click on the folder you want to copy the files to and then Command + V to paste.
After you have selected the files you want to copy you could also right...