When I was on windows I had my multiple other hard drives set to be the partitions (I notice linux users hating that you specify an entire hard drive to be used for a thing)
So my documents was a seperate hard drive, My archive Files was another hard drive, and video games were two seperate hard drives.
In windows it was pretty easy since you could right click your documents in the file explorer and go to properties, and set where you wanted this library folder to be.
I notice there is some talk of -you can- do these things. Mostly setting your home folder on another partition.
But I haven't been able to find instructions on where to do that.