This doesn't work if the partition you are extending has Windows on it, since Windows labels them as a Boot drive and they can't be extended across other disks. The only solution would be to use a hardware RAID at this moment.
There is no need for third party utilities this time, for that you'll have to convert your disks to what Windows calls "dynamic disk" and then extend the volume across disks.
This would be the procedure:
- Press
+X to bring the power user menu up and then G to open the computer management console.
Go to Disks Management, you'll see something like this (but without that 2nd partition in the first drive and the 3rd disk and maybe with a System Reserved partition):

Right click Disk 0 and select to convert it to a dynamic disk:

In the process choose the second disk aswell:

After the conversion is done, right click the volume where Windows is and select to extend the volume, add the second disk in:

Next and Finish and you're done, your Windows drive would be extended using the second disk as well.