If the hard drives are connected but no OS installed, you can power off any time. If you have OS installed and are opened at desktop level or diagnostics, it's better to use a safe shutdown rather than turning the off switch on the PSU or power point.
Each time you turn off the power point when the hdd is running Windows, it affects the mounting arm much like if you lift a heavy box then are forced to drop it without much warning, eventually the hard drive will fail, the mounting arm will loosen from it mounting and all you will hear is a whirring whizzing sound with clicking .... but not for a while, it would take some fairly periodic switch offs to wrek the hdd.
Best not to have the hdd on bread-board (outside of the Pc), this methiod is just to test ther motherboard and basic hardware prior to fitting into the PC case.
When installing OS to SSD, you should not have any other hdd connected during the install procedure, to either the hdd or the motherboard until after the OS install is complete.