SD-Card Not Detected?

Detecting SD-Cards on Android can be tricky due to how the various Android versions treat external storage devices. Magic DOSBox has an automatic detection system which can detect SD-Cards most of the time. However, it's possible that this process will fail.
Solution
You can check detected storage devices in "Global Settings" under the "SD-Card and Storage Devices" section. If your SD-Card is not in the list then you can add it with the "Manual Storage Setup".
Note
Android version 4.4 (Kitkat) changed how SD-Cards are accessed. It enforces read-only access. Magic DOSBox does not allow you to select executable files (exe, com, bat) from a read-only disk via the GUI, because it can lead to various problems including crashes. But you can still select resources like *.iso files or images. "Expert Settings" does not have this restriction.
Update for version 32
Magic Dosbox has implemented workaround for devices with Android 5 and is able load and save games onto sdcard. Many games work fine with this solution, some may produce small sound crackling if the game writes to disk (not only during save game).
It’s because :
•sdcard is slower then internal storage
•magic dosbox can’t write directly to sdcard, instead must be routed through additional security layer
•google didn't provide replacement for all blocked IO functions, so custom solutions have been added
Good solution is to place iso, bin, cue files on sdcard. These don’t need write access. Place already installed games or point installation itself to internal storage.
The Android 5 sdcard support can be enabled in the Global setting with button "Request permissions". It's strongly recommended to not place permissions on whole sdcard, but only on folder with MS-DOS games inside. Happened that sdcard became visible in the system picker only after the card was formatted to NTFS and was set its label. Another issue was experienced using Sony Z3. Permissions were lost after each time was device restarted. In this case permissions must be set again.