It depends,
If you bought the new SSD drive to work as the drive with your windows os on it then install windows on it.
and let it set it`s self up.
You then have a choice with the free space left on the ssd drive to install your games also, as you will get better game launch and loading times.
My best advice is if you have a few games installed on the old mechanical based hard drive you used with windows installed on it, and games installed.
Is to find all of the locations where each game made it`s save points for example. and back each one of them up taking note of the drive or folder path they were stored in.
EG: C:\ windows\program files x86\Edios\Dark knight\ saves.
Or save the whole path and back it up to another drive or usb flash drive.
Once you have installed windows, simply install your games again, and then copy the path and backup you made of the game save files back over to the installation of windows made on the SSD drive.
That way after you have installed a game you can continue from all of the save points you made in each game without starting from scratch playing each one.
It`s then up to you if you wish to use the old hard drive for Data storage, or extra storage to install more games ect on.
Once your sure you have transferred all saves, pictures ect. simply format the old drive to give you maximum free space for other data to store.