I might need the explain-it-to-me-like-I'm-a-five-year-old answer, but let me know if my understanding is correct.
I'm running a Hyper-V VM of CentOS with two VHDs attached. /dev/sdb is the extra drive. I've used it to practice creating a partition, formatting it, and mounting it to /data.
Is this correct? Any data that is stored within the /data file system is physically stored on /dev/sdb. Even though /data is a subdirectory of /. All other data within / is physically stored on the other drive.