This is especially useful if you do not have an SD card reader or if you do not want to open the New 3DS' pesky shell.
There are two options: the official MicroSD management (New 3DS only) (Requires Windows) or FTPD (must have CFW or homebrew installed).
FTPD is quicker and easier to use in the long run and can be used on all systems and computers (and phones!); however, MicroSD management is official and can be done with a stock system.