I just installed iCloud for Windows as I have quite a bit up on iCloud now, and even paying for the 100GB plan.
Problem is I want the drive to be on my data disk - which is E:. Of course iCloud is far behind in offering options to control that.
But we can deal with this using a Symbolic Link:
mklink /D c:\Users\shawn\iCloudDrive e:\Users\Shawn\iCloud symbolic link created for c:\Users\shawn\iCloudDrive <<===>> e:\Users\Shawn\iCloud
Ran this, and iCloud is non-the-wiser.