State of Decay 2 [UWP]

[KaktoR]

There should be a icon on start menu. However, you will have a icon on desktop which works fine too.

Just make sure your folder structure is like this:
[GameFolder]\AppFiles

In [GameFolder] there is only the AppFiles folder.
In AppFiles folder there should be all game files (+ AppxManiefest.xml)

Yes UWP supports other drives, not only C:\, but only with UWP Tools. If you use a legit copy of the game (directly through Windows Store), you must install the game on [SystemDrive]\Users\[UserName]\UniversalApps\[OriginalGameFolderName]