Your saves will go to whatever drive your My Documents is on. You would have to move that folder to your HDD to do that.
I see your avatar is Sims 3 which means you would lose the speed on loading the parts of Sims 3 that reference your My Documents - saves, CC, custom/store worlds. It would also affect any other games that you have that stores their saves in My Documents.
Here's a link to the instructions on how to do this:
https://www.dummies.com/computers/operating-systems/windows-10/how-to-change-the-location-of-user-folders-in-windows-10/