How is data stored across multiple hard drives?

I recently bought a computer that has two hard drives. The first one is getting full and I was wondering if the data I save automatically goes to the next one when the first one fills up or whether I need to transfer some files over. How is data stored across multiple hard drives?
It will not move automatically to the next hard drive. You will need to move the files manually. I suggest moving your music library or video lobrary to the other hard drive as those are usually pretty large.