I will separate my Downloads Folder on a permanently installed SD Card in my MacBook Pro.
Is this possible?
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Please explain your question better. Are you trying to move your User "Downloads" folder to another location than the harddrive? Are you wanting to have a separate folder you download to moved to an SDCard?
You can easily create a new Downloads folder on the SDCard and when you download files just save there by default. I could do some searching (or you can) to see if there is a way to have a different folder open by default to save, but it's usually the last place you saved a file to.
If you are wanting to MOVE your Downloads folder, you can always create some sort of symbolic link where your current Downloads folder is and have it point to the SDCard, the problem with this is that if you SDCard EVER drops away you have a potential to have to recreate the link when card is seen again. There is no such thing as a "permanent" installed removable media.
For further reference, THIS LINK pulls up as a first search on google and walks you through the various options I mention above.
Renaming the folder and mucking with it are quite easy and there are a surprisingly many ways to do it (aliases in finder, sym links, preference files, app settings) - but the one thing to think about is what happens when the new folder isn't mounted or changes?