I looked online but couldn't find the full manual to give you a link. But it's on page 69. You can get the full manual on the cd. But I'll try to type it here....
I think you first put it in Playback mode using the switch on the back.
You can copy pictures between built-in memory and memory card.
Set-up: Press [MENU/SET]-> [PLAYBACK] menu-> Select [COPY]
Select the copy method (direction) IN>SD copies all pictures to card
Select [YES]