I presume that by "secondary HDD" you mean you do NOT want to boot from this unit; you only want to use it for data storage. Correct?
Ideally, you would set the SATA port for this adapted HDD to IDE mode. HOWEVER, that depends on how your mobo does these things. Some mobos allow you to set the SATA Port Mode for each port separately. If yours does it this way, go ahead. BUT if your mobo sets ALL of its SATA ports to the same setting, whatever that is, I recommend you do NOT change that. If you change the Port Mode for your main HDD (the C: drive with Windows on it) AFTER that unit has been Initialized (Windows Install does this process), Windows may not be able to access it.
IF you have a mobo that puts all its SATA ports into the same mode, you could try looking for a "cheat". Many mobos have a main group of SATA ports (often 4) run by the South Bridge chip, and a couple more run by a separate chip. Usually this also means that, to use those extra ports, you must Enable them in BIOS Setup and then install a driver for them in Windows. IF you have such an extra group, MAYBE you can set their port modes separately from the main ones. So that way you could leave your main HDD in AHCI Mode (if it is already) and then attach the old HDD with its adapter to one of the extra ports and set it to IDE mode.
Now, about jumpers. DO NOT CHANGE THEM ON ANY SATA DRIVE! There is no such thing as Master or Slave on a SATA device - that is a setting ONLY on IDE devices. Now, some SATA HDD units do have pins for a jumper, and may even come with a jumper in place there. These are for entirely different purposes and do NOT need any change unless you really know why and how. (On some SATA units, a certain jumper position can make the unit appear "dead" if set incorrectly.)
On your old IDE drive unit, however, you must set its jumper correctly before using it with the adapter. Read the instructions that came with the adapter to be sure about this. I suspect that you will need to set the IDE unit's jumper so it is configured to be a Master, or maybe a Master with No Slave if that's one option. For this purpose, use the diagram on the HDD itself to find the right jumper position. Do not use a diagram from a different unit - they are not all the same. scout_03's suggestion to set to Cable Select might work, also.
Don't forget to connect both power and data cables to the adapter. It appears that it supplies power to the IDE drive unit. The supplied power adapter looks like you can use it to plug in power from EITHER a common 4-pin MOLEX female connector from the PSU OR from a smaller 4-pin PSU power connector designed for use with a 3½" floppy drive - just don't connect to both.
OOOPS! IMPORTANT QUESTION!
In all the stuff above I assumed that, since you're building a new system, you will be installing a newer version of Windows on the main C: drive. If that is true, you're OK with the advice above. BUT if you plan to install Win XP on the NEW C: drive, that version never had drivers built in for SATA (or AHCI) devices. This fact is precisely why mobo makers put in the option to set the SATA ports to IDE Emulation mode, so the mobo could limit a SATA HDD to behaving like an IDE unit and Win XP could use it. So, ONLY if you're installing Win XP in any version to your NEW C: drive, then you should definitely set your SATA Port Modes to IDE Emulation for all units.
OK, last point. Back to assuming that you will install a newer Windows (7 or 8) on your new C: drive. When you assemble the machine, install only ONE HDD unit in it - the new C: drive - plus any optical units. Install Windows 7 or 8 that way, with a machine containing only one HDD. AFTER that Install is complete, install and connect any additional drives (like the adapted old IDE unit). This process partly limits a new Windows feature designed to help you recover from HDD corruption. In doing so, this process will prevent you from running into problems later when you disconnect the extra HDD unit.