If intent is to have downloads from the internet redirected to the external, you have to change the properties in the browser for the default save location.
If you want to transfer data from your hard drive to the external to free up your card drive its as easy as selecting the folder that contains your data and right-clicking and selecting copy and then navigate to the external drive in windows explorer or my computer and paste the folder to the external drive. Once the data is copied over and verified by yourself that its all there you can either let the data remain on the C: in say My Documents folder or you can delete it and have the data only on the external to free up the computers hard drive.
Its best to actually just delete what is less important data from your hard drive on the computer and let the most important data to remain at both locations so that you dont have a single point of failure that will wipe out all your data, the 2nd location remains with the most important data unless both get destroyed or damaged.