New to MacOS. How change folder locations or icons for secondary drive

You can drag any folder to the Sidebar.

Do not confuse the Sidebar items with the folders they point to. Think of them like aliases or shortcuts.

Inside your home folder there are folders called Pictures, Movies, Music, etc.

These are the default locations for stuff like your Photos library, etc.

But that's just what they are: defaults. You can drag your Photos library to a "Pictures" folder on an external drive, and you can save files there too (*).

If what you want is to manually save file inside these folders, just do that; and of course access these folders from the Sidebar if you have dragged them there.

Applications like Music and Photos organize their content in libraries, and these are, by default, on the internal folders Music and Pictures, but you can start them holding down the Option key, choose the library you want, and make the new default.

The icons in your home folder are “dynamically” created on those folders because they are in the home folder. If you were to look inside another user’s home, you don’t see those badges.

You can create custom icons on other folders by dragging a picture onto the icon well at the top of a Get Info window, but the home folder icons are not really "embedded" into the folders. Also, I don’t think the custom icons show in the sidebar.

It is possible to create Symbolic Links of some of those folders in Home. You should not do that for Desktop and Documents. I don't know what would happen if you did replace the Pictures, Music, Movies with symbolic links. My hunch would be the icons would be dynamically updated just as the others are, but not willing to try.

Many apps can be set to store their libraries somewhere other than default. The Photos Library must be on a Mac formatted drive, and possibly APFS only, now. Music and TV can also be set to store the data on an external drive.