In the Import dialog box, at the top right, is the Destination Panel. You need to configure it so that photos wind up on whatever drive you want.
Be sure to go through the Import dialog reading all the options from top left to bottom right (clockwise).
Each text has options!
On the left: where the items are that you want to copy or add (i.e. import)
On the top right: where you want the items to go - to what drive.
on the right, any options like name changes or special settings you want to do during import
On the bottom, any special import presets you want applied,