You can't "install" any game or application to any drive other than the C:/ drive which the OS is installed on. You can download and store installer files on any drive you want, simply drag them to that drive in windows explorer or another file management utility, or copy and paste them there, but you can't move the installed files themselves that are required to be present in order for the game, or any application, to run.
The exception would be portable versions of applications that do not need to be "installed", and simply run from the executable on a per use basis. This will not be the case with steam games. If there is a folder or file archive that you downloaded and clicked on in order to setup the installation, that can be moved. The folder or folders that contain the actual installed files, cannot.