Hello,
Spybot-S&D usually scans all internal harddisks automatically. But a general recommendation is that you store all incoming files (downloads) in a special folder, and that you set up this folder for a special installer scan. Please have a look at the "Directories" in the "Settings" when you run Spybot - Search & Destroy in "Advanced Mode". There you can add additional harddisks or folders.
Best regards
Sandra
Team Spybot