In Linux, and Debian based distros specifically, programs are installed in the /usr folder. The config files for the game would be installed in your /home directory. In the case of games, most game programs go in the /usr/local/games folder. As an example of how this would work, lets say you wanted to put all your games on your data partition. You would move your /usr/local/games folder to your data partition. Then set up a link in your /user/local folder to the /games folder on your data partition. Actual process example:
First check to see if you have a /usr/local/games folder. You may not if you haven't got any games installed. If you don't it simplifies the process somewhat. Create a games folder on your data partition. Then open a terminal and type:
ln -sf /media/Data/games games
Close terminal. You now have a symlink in your /usr/local folder called games that will be a window, if you want to call it that, into the games folder on your data partition.
Note that I assumed your data partition was mounted in your /media folder as Data. If you already have a /usr/local/games folder you have to move it to your data partition first, before you start the above operation.
Below is the basic structure of the symlink command.
ln -sf target_file/foldername symlink_filename
Hope that helps.
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