It's difficult to understand your question, but you can store VHDs on any volume on the system. Either check the box that says "Store VHD in a different location" when you're creating the VM, and then choose where you want to store it... or, click "Hyper-V Settings" in the action pane on the right to configure it permanently.
Windows 2008 R2 Hyper-V supports VHDs of up to 2TB. Period. If you need VHDs that are bigger than 2TB, then you are going to have to wait until Windows Server 2012, where the limit will be bumped to 64TB per VHD.
edit: One alternative you might consider is making your "file server" VHD a regular size big enough for the OS install, then allow it to access the rest of the volume (several terabytes) as a passthrough disk or something.