See [/questions/945790]

I have Galaxy S3 with sd card 32gb, but I dont see the option to change download folder.

Regards.

We don't have a way to change the download folder at this time.

As far as I know, if you have alternative download manager installed (I have ES explorer with embedded download manager), then long tap on download link brings up context menu, where you can see the choice for this alternative download manager. The place, where alternative download manager stores files, depends on its own configuration.