The link Normis provided shows the reference in the manual to the 'cache-drive' option that lets you select which drive the web-proxy cache is placed on. Having the option to choose a drive shows that MT supports use of more than just the system drive.
Since being able to use a second drive is dependent on proper hardware installation and configuration, it is not covered in the MT manual. They only provide this type of information for the hardware they offer, like the Routerboard. MT will recognize and let you use any IDE hard drive that is properly installed and configured. There may also be a size limitation, but there is really no need for a drive that large in a MT router.
The ability to use a second drive is also covered in the Installation Section of the Mikrotik FAQ page.
http://www.mikrotik.com/Documentation/FAQ.html