The Windows Store will let you select the preferred install location when downloading large applications and games. The feature is going live on Anniversary Update builds.
You could always choose a preferred location from the Store settings, or move installed content to a different drive. But if you have the OS installed on an SSD and a have a dedicated drive for games, the feature will make it more convenient to download games to a dedicated drive before initiating the download.
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Harish Jonnalagadda is a Senior Editor overseeing Asia for Android Central, Windows Central's sister site. When not reviewing phones, he's testing PC hardware, including video cards, motherboards, gaming accessories, and keyboards.