Prior to Server 2012, if you wanted to hide certain drives through GPO you’d edit User Configuration, Policies, Administrative Templates, Windows Components, and Windows Explorer changing the GPO Hide the specified drives in My Computer as stated in MS KB 231289.
After upgrading our domain to Windows Server 2012, I could not find that setting. Turns out the Windows Explorer has been renamed to File Explorer in the GPO. There you’ll find your settings.
That being said, it’s sort of an old policy and only hides certain drives. So you may need this blog post to hide other drives.