All in all, installing SEP to a secondary drive will make no difference to it's operation. Once it's all loaded up and running, SEP will operate exactly the same, regardless of where it's installed.
Just as an aside, the most common reason for installing to a second drive is due to disk space limitations on the system drive. Therefore, it's worth noting that even when installed to a second drive or partition, SEP will still store some content on the system partition (as detailed in the below article):
http://www.symantec.com/docs/TECH105407