https://bugs.winehq.org/show_bug.cgi?id=38114
--- Comment #11 from Erich Hoover erich.e.hoover@gmail.com --- (In reply to Rosanne DiMesio from comment #10)
I've tested clicking the Install button for a game, and right-clicking the name of a game in the Library list. Both bring up the same install dialog, and neither includes a "Create new Steam Library on Drive X" option in Windows. Perhaps I'm missing something obvious (it wouldn't be the first time), but I don't see any other way to bring up the install menu. ...
Just to be sure, do you have drives other than "C" that it can install to? If "C" is the only writable media it probably won't give you options for other drives.