Navigate to Settings > General. Under Game install options, you can change your default installation folder. Note that any games already installed will automatically be moved to this folder as well.

Steam: The process on Steam is relatively simple: go to your Steam games folder (the default is C:\Program Files\Steam\SteamApps, though I always install Steam to C:\Games instead).

Want to bulk or batch install multiple games at once in Steam on PC? See this post for the step-by-step instructions you need to follow.

But before you can install your Game Pass games in a custom directory, you’ll have to update to a beta version of the Xbox app.