Generally you do this yourself when you save a file via the File > Save As dialog. There is no way to force apps to save to a specific disk or location.
Some apps (for example, Photos, Music & TV) allow you to set the save location for their libraries and once you do that, all (photos, songs, video files) saved by them go to into their respective Library wherever it is located. You set this in Preferences for each of those apps.
Some apps save to locations that cannot be changed. Apple Mail & MS Outlook are examples. Their data is saved in ~/Library and cannot be changed, so it will remain on your internal HD.
Some apps allow you to set a default Save location. Look in Preferences for each app. Note, however, that even if there is a default save location for an app you can always save to a different location in the File > Save As dialog.