I got a Samsung Galaxy phone almost two years ago and bought a micro-SD card for extra storage and just noticed that nothing is being stored on it. The user manual says it should be automatic and I can't find any other info.
When I get a new phone, I save all of my music onto the micro SD card before I put it in my phone. That way, my music is preloaded. You can do the same with pictures. I usually just transfer the micro SD from the old phone to the new with contacts saved on the card as well.