I checked Windows Phone 8 SDK document, and find that we can read the data from SD card, but we can\'t write something to it, is my understanding right?
Third party applications cannot write directly to anything outside the application's IsolatedStorage.
UC browser is able to export files to the sd card though. I think they have access to an extended API not available to regular developers, I've tried reaching out to them as to how they did it but so far I have not got a reply. So, yes it is possible, but the clever hack or method implemented by them is not public. Here is some more information, http://forums.wpcentral.com/windows-phone-8/266236-developers-given-access-sd-card.html
You can get read-only access to specified files on SD cards using the ExternalStorage
API and ID_CAP_REMOVABLE_STORAGE capability, but you cannot write to this storage.
http://msdn.microsoft.com/en-us/library/windowsphone/develop/jj720573(v=vs.105).aspx