Some apps can save data to the SD card and some can't. It has to be built into the app in order to do it, but most apps don't have that capability. According to the chatroom there are ways to move apps, but Leo doesn't recommend it because that doesn't solve the issue of where the data goes.
Doctor Mom says that she can do this with her Galaxy S III. She copied her audio books to her SD card and Audible automatically saw it. It can't be done within the app, and he would have to create an Audible folder, but it's doable. He should just use the same nomenclature.
(Disclaimer: Audible is a sponsor).