Use active sync to install on the SD card. All you need to do is to change the installtion folder when asked. However, you can't install on a card using the ppc installation file (.cab).
As far as I know you can't move them from the PPC to a card, the only solution is to re-install them. Pocket PC installs applications pretty much like Windows. On a Palm you can move them because the applications are all in one place, and usually in one file. As I said, PPCs are different.