Solution
In your Apps menu, find My Files and copy all te files you want to tick then clipboard them and open the SdCard. Empty the clipboard into a folder you can create and name.

The stock file manager that ships with most Android systems is pretty restricted so you might like to download Root File Manager from the Play Store.

You don't need to root the device to use it and it makes moving files a lot easier.
In your Apps menu, find My Files and copy all te files you want to tick then clipboard them and open the SdCard. Empty the clipboard into a folder you can create and name.

The stock file manager that ships with most Android systems is pretty restricted so you might like to download Root File Manager from the Play Store.

You don't need to root the device to use it and it makes moving files a lot easier.
 
Solution