That hasn't been a standard feature since Android 4.0, though many manufacturers added it back.
What OS version have you got? With 6.0 Google added the option to format the sd card as internal storage, which would allow you to store apps on it if your phone has this. It has the drawbacks that the card is reformatted and encrypted, so all data currently on it are lost and it can no longer be used in other devices, and a fast card is strongly recommended.
Otherwise your only option is likely to be to root and use a script or app like Link 2nd.