WD_BLACK 2TB P10 Game Drive help

hello, im having issues with this drive that i recently have purchased. i want to primarily use it as extra game storage for my laptop. the laptop i am using is an hp laptop, has windows 10, version 21h1. i have plugged in the hard drive into my laptop, but i cant seem to figure out how to download games and save them directly into the WD hard drive or really anything saved to it. i keep getting it sent to the original storage on the laptop, i dont know if there is anything specific i have to do with the hard drive first, but this is my first time doing something like this and i have no idea what im doing or what direction to go in.

thank you !

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