How to Install OneDrive on a High-Capacity SD Card

What sets apart a removable drive from a non-removable drive, and an ejectable drive from a non-ejectable drive?

I am looking to transfer my OneDrive folder to my SD card. Internet sources suggest that this is possible. However, I am curious--if the SD card is inserted into the slot, can it be both removable and ejectable?

Is there a way to make an external drive non-ejectable?