How to create hidden secret location

Hello EveryBody

I have seen software like deep freeze that are using volume upper
filter driver to redirect the new files and changes made to files to
some hidden location.

I haven’t seen any drive as such which may be used as hidden drive.

and i am not able to grasp that how it can be done using volume upper
filter driver.
Do anyone have any idea about it since i also want to create such kind
of secret location.

santosh k