Welcome to the community, peterryu!
I'm afraid, you can't just download and install Windows like that. You'd need to make a bootable USB/CD with the installer itself. However, you should unplug the HDD, since you want Windows installed onto the SSD. If you have both storage devices plugged in during the installation of the operating system, you'd encounter an OS confusion which would result in a lot of booting issues later on.
Here's a link to the MS knowledge base that explains more about Clean Install:
http://windows.microsoft.com/en-us/windows-8/clean-install
And here's an optimization guide that can walk you through the step-by-step of setting up your system with an SSD & HDD...