You did not specify a printer so I will give you what I know.
To put files on you card remove it from the printer and put it in your computer and copy the files to it.
Try not to leave to many files on the card so you dont print the wrong one by misttake.
Then put the card back in the printer.
You can then select run from sd card and select the file you put on it. The file name may look funny due to file name restrictions but it should run ok.
WHEN SHOULD YOU PRINT FROM SD CARD
Whenever you are printing something large. Generally anything over an hour or two.
There are seldome problems when printing from aSD card. OCATIONALLY there can be comunication problems when printing from the usb.