Spybot Search and Destroy is not a file scanner, that's what AntiVirus does.
Spybot S&D instead looks for signs of several types of malware (mostly spyware though also some others like trojans) in the registry. Rather than looking at each file on a disk, it looks for these telltale signs in the registry, which is basically an index of everything installed on your PC, and then follows these index pointers to the malware files themselves and removes both.
These files are most often found somewhere on your 'System' (usually C:\) drive, but could be found anywhere on your PC drives. Since Spybot looks in the registry 'index' it doesn't have to waste time looking at every file on every disk, so it leaves that to your AntiVirus which usually already performs that task.
Bitman