And to add -
If you have lots of apps to move, it's quicker if you put them all in a folder and then move them to the screen you want.....or even put the folder on the dock, as Seraphim has said and swipe to the screen you want.
To create a folder, press an app until it jiggles then press it again and then drag it on top of another app and a folder will be created. The folder will be named according to the first app you combined with another app. You can change the name of a folder, while they are still jiggling, just tap the X to the right of the Title and then input the name you wish.
To take apps out of a folder, tap the folder and it will open, just press on an app until it jiggles and drag it out, once they are all taken out, the folder will disappear.
When you're finished moving your apps around, just tap the home button and the jiggling will stop.