It's generally much easier and less prone to failure to have Windows redirect the entire Documents library from one volume to another than it is to use symlinks. As far as the game is concerned, the user game folder is still in Documents no matter which drive Documents really resides on. Unless...is there a reason that the remainder of your Documents folder must remain behind on the non-SSD drive?
Sorry about using a "...for Dummies" link, but they do provide some very good illustrations.
https://www.dummies.com/computers/operating-systems/windows-10/how-to-change-the-location-of-user-folders-in-windows-10
