Also when I take pics/vids, can I set it, that it goes straight to my sd card?
Which ZTE phone are you using? If it's an Android phone, use a file manager app to move files. Tap and hold on it and choose Cut then go to the folder where you want to move it then choose Paste. With regards to setting a default store for your downloads, you might want to use a downloader app so files you download go to a folder in your SD card.