I have different folders in all drives which contain same data.
I can't store all of it in the same folder or drive.
I am wondering if there's a way I can access all of those locations in a single click or in a single virtual folder or drive without all of them being there.
It depends on which version of Windows you use. Starting with Windows 7, Libraries were added, which provide "a single aggregated view of multiple folders." Your description, "virtual folder", describes them well. Libraries are links to multiple folders and do not duplicate the contents.
The default libraries are Documents, Music, Pictures, and Videos, but you can easily add a Library for another type.
If you have Windows 8 or 10, you may need to make the Libraries visible in Windows Explorer.