Sure it does, program installations always do. It would be really, really bad programming if they didn't allow for that. You're just not looking hard enough for the option.
I just looked again and it isn't there, unless it gives you the option after it already starts installing, but it should ask you where to install it before it starts installing, shouldn't it? I stopped the installation when it started.
I guess it would cause problems if I would just install it on the standard drive and then manually drag it to the other drive, wouldn't it? Otherwise I would try that.