Hey there, RbxOBC.
You should be able to move personal file, such as videos, photos, documents, etc. via a file manager. Most phones have one available which is pre-installed, however if you can't find such an app you can download one from the app store.
As for moving apps and their data to the SD card, then I'm afraid that you probably can't do that if you're talking about an android phone. Most models can only move a part of that said data over to the SD card, but most of the app's data remains on the phone. Usually you can do that by going to settings -> apps -> downloaded, then click on an app and you should have the option "move to SD card" or something similar. However this location and option may vary for different phone models...