Can I save Windows 10 Applications to SD cards or USB drives?
Microsoft has announced plans to allow applications to save to locations other than your computer hard drive. Unfortunately, this feature will not be available in the initial Windows 10 release.
If you go to Settings & System & Storage, the New apps will save to: option will be greyed out. This feature will become available once Microsoft has released a Windows 10 update to include this functionality.
For more information on saving Windows 10 apps to external storage, visit the Microsoft support article.