By SD card, you mean the 'external SD card' You cannot copy to the external card with the native File component.... here is a discussion about how you can copy using Taifun's file component (
https://puravidaapps.com/file.php ) and write to the external card in a limited way (see Taifun's documentation under Copy ) on some devices and operating system versions. The extension might work for you Willis.
You might try it and see if it works on your device.
Regards,
Steve