There are two ways this is done.
Many of the files you are talking about are maintained and used by Windows - things like My Pictures, My Documents, etc. There are places in Windows where you can specify the place you want Windows to put those things.
A lot of files are created by application software, such as graphics editors or work processors or spreadsheet software. In each of these there is usually a place where you can specify the default location for files used by that software. In many cases there are several sub-groups - for example, you might need to specify where a graphics program keeps its fonts, where it puts user-created files, where it put stuff into a temporary place during editing, etc.
Start with setting the Windows default locations of files, because some app software will put their stuff in a Windows location like "My Pictures", but in a folder inside that main folder.
Once you have those folders established you can copy files from your SSD to the new folders on the HDD, and later delete the SSD files.