Since a Windows version introduced in 1995, almost all programs do not "move". In fact it's best to leave them there.
As to what can move to the new hard disk the repeating plea in this forum is for help to get files out of a cranky external. So let's cover a few (Windows) basics.
1. Use NTFS if possible since FAT32 is not damage resistant.
2. Remember it's just another hard disk so we must keep our backups current of what we can't lose.
3. While chkdsk and defrag do work on USB drives I'm hesitant to run defrag on externals since there are so many that overheat and the contents go missing. If you have a great drive and enclosure then it's a non-issue.
How do I optimize my new external hard drive (WD 160GB)?
I do not know how to move programs there
I do not know how to create folders in which to place my data files (such as My Documents or My Pictures).
Any help would be appreciated.