Yes, but it requires that you change the location of Apps installation folder. It's not difficult to do. Since Gears of War 4 is a Windows 10 app, you'll need to do this within the Windows settings, not from the store itself. I've done it before with no issues. Follow the steps below:

1. Press the Windows button on your keyboard, and select the gear cog on the left bottom. This will open the Settings menu. Alternatively, type 'Settings' after pressing the Windows button, then press Enter.
2. Click 'System'.
3. Click 'Storage'.
4. You should see something called 'More storage settings'. Click on 'Change where new content is saved'.
5. At the top, you should see 'New apps will save to:". Currently it should be showing drive C. Change this to whichever drive you want to use.

When you install something from the Windows store, it will now use your newly chosen drive. Hope this helps!