How do I change my memory from phone device to memory card in a Nokia C2 03???

You need to take following steps: Switch the phone off, and remove the back cover and battery.

To release the memory card holder, slide the holder in the direction indicated by the arrow on the holder. Lift the memory card holder.
Insert a compatible memory card. Make sure the contact area of the card is facing down.
Lower the memory card holder.
To lock the memory card holder, slide the holder to its original position.
Remove the memory card
Switch the phone off.
Remove the back cover and battery.
To release the memory card holder, slide the holder in the direction indicated by the arrow on the holder. Lift the memory card holder, and remove the memory card.

This way you can do it. It is important to take data backup.