Oh, I see that when I choose filename it is only looking in the default location, which right now only has one directory. Can I make a link to the other drive in here?
What other drive?? I've no idea which drives you are talking about now.
Any drives that are added (locally or remotely) to LMCE correctly and are marked to use LMCE directory structure will appear in the Filename sort mode along side each other. Do not create symlinks or mounts as you will break LMCE (Guaranteed!) it manages all this for you, and links/mounts as necessary. If you do not see the drives then something is wrong, trying to link/mount manually is simply patching the symptom not the cause and will break your system.
If you have more than one drive (other than the system one), each should prompt you as they are discovered. You say "yes" to the LMCE structure, then after the media is scanned in, in Filename sort mode you will see them all collated together irrespective of where they physically are and you can browse by folder structure. Once you have tagged your data and you sort by any other mode, all media from all locations will be merged together as if they were in the same location and visible from all Media Directors in the same format.