All connected media (CD, flash disk, SD) should automatically appear in this section in Files:
Try to be patient, it can theoretically take somewhere around a minute if your computer has a bad day 😉
If it doesn't appear, chances are you're missing a driver for the SD reader. Try running
lspci and look for the model of your reader. It's probably
Realtech RTS#### (where
# are some digits). Then search for a corresponding driver on the Realtech website.
If the correct driver isn't there, you're in a bad luck. Now you're allowed to swear and be disrespectful of those Windows-centric manufacturers that can't even provide proper drivers for their hardware.
If you're feeling adventurous, there is an issue on AskUbuntu which solved the same problem for a different model of HP Envy. You can follow the instructions there and compile the driver yourself. Which isn't exactly easy for a newcoming user, luckily there's a sort of tutorial available.