The databases on a sql server are located in the Data directory.  This is usually located on a non system partition.  So that database growth will not affect system stability.  What happens you got a new spanking SAN?

Well,  you can migrate the databases to the SAN via a new volume.  This fairly easily done.  Shut down the application using it.  Right mouse click on the database and detach it.

Copy the database (.mdf) and the transaction log (*.ldf) to the SAN volume.  Attach the database back.  Some down time required, you can do all this in 10 minutes or less unless you have a multi-gig database.

Another method of migration is to shut down everything, application and SQL.  Copy everything to the SAN volume and swap drive lettters.

There are other ways to move the databases within and between servers. The links is here