If your SD card is formatted as "Internal Storage" all photos and Videos will automatically be saved to the SD card. Be advised if the SD card is formatted as Internal storage you will not be able to access the SD card contents from other devices.
If your SD card is formatted as " Portable Storage" You can go to "settings" Under "Device", choose "Storage and USB". then under", Default Write Disc", Select the Portable Storage. Now your Photos and Videos will be stored automatically to the SD card under DCIM.