If the option is available, it is under Settings .. Apps. You then need to go through the apps one at a time, tapping a button that's called something like "Move to SD" (sorry - my phone doesn't have an SD card so I don't have the option and consequently don't know exactly what it's called).
Note that the option won't be available for all apps - only those that have implemented the functionality. It also won't be available for any bloatware (apps that the network put on the phone that you can't get rid of).