Like most of Sesame's file dialogs, you are offered those paths and drives that appear in the rootdirs.ini file located in your current working directory. If there is no rootdirs.ini file, you are only allowed access to your current working directory and below.

If you add a line
E:
to your rootdirs.ini file, you will be able to access the E drive.

For more info on rootdirs.ini, see page 428 of the Sesame User Guide.

The [DRIVES] line should be giving you access to all drives. Is the E drive accessible in Windows Explorer?

Also, are you running standalone or client/server?

When you go to open an application, are all your drives available on that file selection dialog?

Your rootdirs.ini file is not in the current working directory. If you run from c:\sesame\data or your shortcut Start In property is set to c:\sesame\data, then your rootdirs.ini file must also be in c:\sesame\data.

The default Sesame installation places your rootdirs.ini file in C:\Sesame and sets your shortcut to Start In c:\Sesame. If you want to use a different working directory, move or copy rootdirs.ini into the directory you want to use.

You can also use the SESAME_ROOTDIRS_PATH environment variable to make the rootdirs.ini file available from anywhere on your system. See page 431 of the Sesame Users Guide for more info.