here's the process. Make something in your 3d program or download from Thingiverse or other site. It will be a .STL file.
load the STL file into the slicer program. the slicer does all the work of figuring out how to print the file. Slicer is a software program. Lots available (Cura, Repetier, Slic3r, etc). I use Cura.
The slicer program is where you tell it what filament, temperature, and speed to use for printing. the slicer program outputs a .GCODE file. This is actually just a huge text file that you can read. It tells the printer to go to warm up print head to specified temperature and some other things, then go to x,y,z coordinate and start squirting goo.
You save the .gcode file onto the SD card. Thats what the printer reads to do its work.