Use explorer to browse to your Desktop folder. You'll see a folder under that with your user name. In that folder, you'll see a bunch of other folders. Mine has Contacts, Desktop, Downloads, Favorites, Links, Music, My Documents, My Music, My Pictures, My Videos, Pictures, Saved Games, Searches, Tracing and Videos, for example.
For each of those folders that you'd like to locate on a different drive, right click on the folder icon and select Properties. Select the Location tab. Enter the location that you'd like for these files to be saved, and click on "Move".
I've used this method to move nearly all of my user files from my SSD boot drive to one of the mechanical hard-drives running in this system.
i7-6700K, NT06-Pro, GA-Z170N-Gaming5, 32 GiB, RX Vega56, SM951, 5TB HDD, Blu-ray, FTZ01, SX800-LTi, C32HG70, RK-9000BR, MX518