What is the difference between a C drive and F drive? Does my computer have an F drive?

I just bought a great gaming laptop, and I'm currently trying to learn how to mod games in general, but specifically Fallout New Vegas at the moment. for the most part, I've done pretty much all my gaming on console. So this is all quite new to me. I was watching a YouTube video where the person suggested that I download the game to my F drive. I never heard the term, but my understanding is it's just a different place for your computer to save files but more complex? I'd like to understand what the difference between the C and F drive are, what the benefits are between saving things to either drive, and if my computer has an F drive (I can't find it). My computer is running Windows 11 by the way. Under "This PC" I only see "Windows (C:)" under Devices and drives. I intend to download the game from Xbox Game Pass, but I can also get it from Steam if it would be preferable to use the steam workshop.

I'm honestly not sure where any of the games I've downloaded are saved on my computer. Any help explaining these concepts, plus tips for modding in general would be GREATLY appreciated. Also, let me know if you have some suggestions on how I can learn more about this kind of stuff. (YouTube channels and such).