You won't be able to move all your applications and their data to your SDcard, it depends on if the developer coded this function into the app. 

To move an application, go to  (or) Settings > Apps and then press the name of the app you want to move. 

In the Storage section you should press the Move to SD card option. If this option is not present, it means the app can't be moved and has to be stored on the internal memory to function optimally.