It is possible to add storage rules, first define the Storage Connector in case none of the storage rules apply. So all documents are uploaded to that Storage Connector unless specified otherwise. The "Add" button can be used to setup additional storage rules based on the Content Category that is specified when uploading a document.
Now when uploading a document trough a Content Gallery the advanced section can be used to determine where the document should be stored. Choosing Automatic will evaluate the storage rules to determine where the document should be stored. This can be overruled by selecting a specific storage location.