I know nothing about Firesticks. But in general there are two ways that SD cards can be used to expand app storage:
* The old way: go to Settings > Apps, select an app that you installed and look for a "move to SD" button (this is not available for pre-installed apps). If it is there, press it and the app will be partially moved to the microSD card (note "partially"). Not all apps allow this, so the button may be greyed-out.
This is an old way of doing things, introduced in Android 2.2 and officially deprecated in Android 4.something. But many manufacturers still offer this on some of their devices, even though it's not officially supported by Google any more.
With this method you can still use the card as normal, including moving it to other devices, though of course if you do that any apps that are on it will no longer work.
* The newer way: go into Settings, find the Storage menu and look for an option to format the SD card as internal storage (also known as "adopting" the card). If you select that the card will be reformatted to an ext4 filesystem (deleting everything on it) and encrypted. It can then be used just like internal storage, but will not be usable in another device (due to encryption).
Not all manufacturers support this either, and some support it only on some devices (usually on low-end devices but not flagships). It was introduced with Android 6.
I don't know which your device supports, but since it gave you that message I assume it supports one or the other.
