while you install the sql server, it gives you an option to change the installation location, else it takes the default path in C: drive.
If you need your sql to be taken to some other drive, you need to install it again on your custom path and need to recreate the databases on the new installation. you can either take the backup of all the DB's and restore them on the new location or else you can just detach the files and attach them to the new server instance.