When it says, "Moving these is also not supported" it is referring to the fact that doing so rarely results in a reliable system, upgrade or no. The problem here is that many programs make absolute references to files inside these folders, so if you move the folder then the file is not found.
If you type set in a cmd (dos) prompt and press enter, it will give you a list of environment variables, some of which tell you where Windows thinks these folders actually are.
If they are actually on separate drives, that is not an easy thing to alter without breaking things because of the absolute references. Change the location and you have to fix-up numerous settings. In fact, probably less work to do a clean install in that case.