>>You can set/change default location for new databases in SSMS by going to SQL Server properties, Database Settings.
>>You can as well specify DB location when you create it. In SSMS, in New Database dialog on the General tab. In T-SQL, CREATE DATABASE in the ON clause.
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>Thanks, this is good to know. Next time, I will watch for that at the creation time.

You can move it after it was created as well. I think the syntax should be in ALTER DATABASE command Help.