Unfortunately there is no way to do it on any phone running an OS pre Marshmallow, without either downloading and installing a file manager app, to help you move them, or to do it by hooking up the phone to a computer.
If you are running Marshmallow, then there is a hidden file manager on the phone. Go into the "Settings", then "Explore" and scroll down the list to the "Storage and USB" options, you will find it in there.