Hey there, NsSaLee.
Basically it should work just as well with the HDD/SSD caddy as it would if you connect it via the HDD/SSD slot of the laptop. However, I'd recommend that you place it in the HDD/SSD slot in the laptop and put your HDD in the HDD/SSD caddy which will replace the optical drive.
Hope that helps.
Boogieman_WD