You can do as Mazahir says and create a new volume where you want it and then tell Laserfiche to migrate documents to it, but often times migrating is not desired, and an actual volume move is called for.

To move a volume, I like to use FastCopy, RichCopy, or RoboCopy to copy the volume data to it's new location.  Once the data has been copied and verified, then change the path in the volume properties through the LF Admin Console.  After testing and ensuring the volume is being accessed properly, delete (I like to use a shredding program like File Shredder) the volume from the original location.