1) First, I'm assuming it's NOT a laptop. If so, yes you should have multiple connections for drives.
2) The SSD would be for Windows and applications. The HDD would be for storage, and possibly for all or some of your GAMES (i.e. a Steam folder).
*If you have Steam games you will need to sort that out, such as:
a) Create folder on HDD (i.e. "E:\Steam")
b) Cut/Paste the "Steamapps" folder into that folder
c) do a CLEAN install of Windows (or CLONE from HDD to SSD if enough space)
d) if clean install, install STEAM, login, and add the folder to library settings to point to the games on the HDD
e) DELETE all the Windows folders you no longer need (make a new folder to COPY any data you may want if doing a clean install of Windows)
3) so to be clear, you would either CLONE or do a CLEAN install of Windows and the HDD would simply be for secondary storage/games. Windows will BOOT and feel SNAPPIER to use since it's running from the SSD
Games on the HDD will load the same speed they did before. Games on the SSD will load faster (maybe 1.5 to 4x as fast, with 2x average but it varies a lot)