When you plug in your SD card, Windows will automatically assign it a drive letter. (D: E: or F:)
and most of the time it will automatically open an AutoPlay dialog box. It is here when you should select the option to open the SD card folder for browsing.
Once you open the SD folder, you should then look for your picture on your computer (Usually on the My Pictures folder) and copy it over the SD card drive. (Right click the picture, select copy, click on the SD card drive, right click, select Paste.)