In general you'll have to do a couple of things in BIOS Setup, and pay attention to a few things during the Windows Install process. For the moment, in the absence of specifics, I'm going to assume you will install a new SATA II drive on a mobo that has both IDE ports and SATA ports, with the SATA controllers on the mobo probably of the original (1.5 Gb/s) speed. Then I'll assume you are installing some version of Windows XP.
For the HDD install, you need to mount it physically in the case and make two cable connections - power and data. Your PSU's wiring may have SATA power connectors on them, or maybe only the 4-pin Molex connector used for IDE drives. If you have only 4-pin Molex, get an adapter from a computer parts shop that will "convert" it to a SATA power plug. You'll need one SATA ribbon cable for data (only 7 wires wide, not like the ribbons for IDE). I suggest you plug into the first mobo SATA port, often labeled "SATA_0".
Putting a SATA II drive in a machine with slower original SATA controllers is no problem at all, so don't worry about this.
Before you close the case, check a detail on your optical drive unit. It was common in machines like yours to have the HDD and the optical drive share one IDE cable and port: the HDD had its jumpers set to Master and it was on the end of the ribbon cable; the optical was set to Slave and it was in the middle. Now you have no HDD on that cable. So check that the optical drive (if it really is the only device on the cable) is set to be Master now, and it ought to be using the END connector on the ribbon cable.
When you boot, usually you hold down the "Del" key to force the BIOS Setup screens to come up. As superhighperf said, look for a main heading of Integrated Peripherals, but it could be grouped in elsewhere with other hard drive configuration places. If you are not using your IDE port(s) for anything, you could Disable them. But I suspect you still have at least an optical drive on one of them. Get to the SATA port place, and first item is to be sure you Enable the port where you are connecting the new drive. Next item is port mode, and this is linked to device driver issues in Windows.
Up to and including all versions of Win XP, Windows knew (had built-in drivers for) everything about a few types of devices, including floppy drives and IDE drives, but NOT SATA devices or anything operating as a SCSI, AHCI or RAID device. That presented a small problem for how to install Windows itself from a CD onto a hard disk device other than IDE, but no big problem because Windows Install has a way to handle it. Early in the Install process there's a prompt screen that tells you to push the F6 key if you need to install external drivers (for odd disk types, for example); if you do, you push the key and get the opportunity to do so from a floppy disk drive. The things you need to know is that (1) you need to have drivers on a floppy disk already, and (2) you need a floppy drive in the machine. However, some time ago a lot of machines started to show up with no floppy drives! So those machine's makers offered a different solution for SATA drive users in the BIOS installed on the mobo. In the SATA port configuration place you have up to four "mode" choices: IDE (or PATA) Emulation, native SATA, AHCI, or RAID. If you choose IDE Emulation, the mobo will take over the actual SATA port and make it appear to Windows to be a plain old IDE port, and Windows is happy to use it. If you want the few extra features of SATA or AHCI modes, you can have that, but you WILL have to install the required drivers from floppy disk early in the install process. If you're going to use RAID on these SATA drives, you'll also have to install drivers. In your case, by far the easiest choice is to let it use IDE Emulation - no drivers to install.
IF you are installing Vista or Win 7, this is even less of a problem. Those two more recent Windows OS's also have built-in drivers for SATA and AHCI (but not RAID), and they also allow the use of USB memory sticks in addition to floppy drives as a source for installing external drivers.
Next BIOS item is Boot Priority Sequence. Find it. I suggest you set it to try the optical drive first, the SATA HDD you just installed second, and no other things. That way it will boot from the optical drive IF it has a bootable disk in it (as during your Install process), but in the absence of such a disk it will "fall though" to the HDD.
Now you have the hardware set up, but there is an issue you need to understand about disk size and Windows versions. Windows XP in its original release did not include what is called "48-bit LBA Support". Without that, the largest disk it can use all in one volume is 137 GB (according to the HDD makers - Windows calls that 128 GB). This feature was added by Service Pack 1, and maintained in all subsequent Windows. With no 48-bit LBA Support but a hard drive larger than 137 GB, you have two choices. One is to go ahead and install original Win XP, and it will only create on your HDD a first Partition (used as your C: drive) up to 128 GB. After it is all running, you update the installation to Service Pack 3. Then you use Windows Disk Manager to create a second Partition (or more) out of the unused space on your large hard drive, and it will be used just like a completely separate drive with its own name. The other option is either to go buy a version of Windows later that original Win XP, or to do a process called "Slipstreaming" to update your original XP Install disk to a much newer version on a new Install Disk you burn on your own drive. Either of these then can be used to install Win XP to a large drive of any current size, making ALL of your huge new drive one big volume.
Note that this size issue is NOT an issue at all if your version of Windows XP has Service Pack 1 or later included, or if you are installing Vista or Win 7.
So, having settled how you want to handle the C: volume size issue, and presumably having set your SATA drive to pretend to be an IDE drive or having prepared to install drivers for other modes (only necessary if you're installing Win XP), you're finally ready. Put your Windows Install Disk in the optical drive, boot up, and it should boot from that optical disk and begin the Install process, offering you the one choice of the new SATA drive as a destination. Pay some attention to the size of the drive Partition it says it will create - you may have to tell it to go big, rather than some smaller size.
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