You can move files between your SD card, phone storage, and computer several ways.
The easiest way is to be connected to a computer and just drag and drop files as needed. I prefer wireless ability to do this and use Airdroid which uses your home WiFi to transfer files. Its not as fast but its very convenient.
If you want to be able to do this via your phone, you need to get a file manager app like ASTRO or ES File Explorer.
Keep in mind not all files/folders should be moved.