IN
The answer depends on the type of data.
Save data (saved game progress and related achievements, etc.) is stored in system memory without exception. It cannot be moved or saved to a microSD card.
If your console system version is 10.0.0 or later, you can move software data for individual titles via "System Settings" → "Data Management" in the HOME menu. More detailher.
You can copy screenshots and video via "System Settings" → "Data Management" in the HOME menu.
* You can also copy them via "Albums" in the HOME menu.
Detailed copy steps
1. Select "System Settings" from the HOME menu.
2. Select "Data Management" → "Manage Screenshots and Videos".
3. Select "System Memory".
4. Select 'Copy all screenshots and videos to SD card'.
* Screenshots and videos saved in the internal memory will be copied to your microSD card.