One of the features in Windows is the concept of "storage spaces" (introduced in Windows 8). The idea is to provide an easy way to group multiple hard drives so that they can be treated as a single unit. This means that you can create a virtual drive that is as large as you may need. In many ways, a storage space is nothing but a new name for an old concept previously implemented through RAID. The point, though, is to make creating and managing storage spaces easier and less arcane than it used to be using RAID.
You cannot add all your drives to a storage space, however. The main limitation is that you can't add your system drive. In other words, you can't make whatever drive contains the Windows operating system part of a storage space. So, you'll need to add additional physical hard drives to your system and then group those hard drives together into a storage space. The drives you add can be either internal drives or external drives; it doesn't matter to Windows.
It is typically best to create storage spaces using drives that are either new or contain information you don't mind losing. The reason is that when you add a drive to a storage space, all the information on that drive is lost as the drive is prepared for being part of the storage space. This is why you cannot add your Windows system drive to a storage pool—it would be erased as it was added to the pool!
I found it interesting that you apparently cannot add a USB flash drive to a storage space. Windows seems to differentiate between actual disk drives connected via USB (which it allows) and flash drives connected via USB (which it doesn't allow). I tested this with both FAT- and NTFS-formatted flash drives, and it didn't matter; Windows just wouldn't allow them.
If you are interested in additional information about storage spaces, look for other, related tips on the WindowsTips site. (Use the search box at the upper-right of the screen.) You can also find some great, detailed information on this Microsoft blog post, originally written by the Windows 8 developers:
http://blogs.msdn.com/b/b8/archive/2012/01/05/virtualizing-storage-for-scale-resiliency-and-efficiency.aspx
Be attentive to that URL; it is quite long and should all be entered in your browser as what it is: a single URL. You should also know that even though that article was written for Windows 8, it also applies to Windows 10, which also supports storage spaces.
This tip (11899) applies to Windows 8 and 10.
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