When you turn your phone on it does a media scan, noting each picture, video and music file. When you run Gallery, it shows you all the photo and video files that the scan found. There's no "Gallery" folder.
You'll have to make a folder on your external card for photos, then you have 1 of 2 choices:
1) Run an app like Total Commander, that can give you 2 windows (in landscape mode), Open one window to the photo folder that you made and use the other window to search the phone for photos and move them to the other window.
2) Do basically the same thing by connecting the phone to your computer and opening 2 copies of Computer (windows explorer), one to the photo folder, the other to search the phone.
The first way gives you access to more of the phone, so you'll find more of the pictures, but I personally prefer working on a full size keyboard and using a mouse. (But in this case I'd use the first method even if it was less comfortable.)