Hey there, vicnes105.
Yes, you do need to connect both drives in order to be able to clone your HDD to your SSD. Both SSDs and HDDs use the same type of connection in order to be connected to the motherboard. At least nowadays most of them use SATA (compared to the older PATA/IDE interface). So just as your HDD is connected to a SATA port with a data SATA cable and a power SATA cable, it's basically the same for the SSD. However, most SSD's come with a SATA to USB adapter cable so that you can connect the SSD to your USB ports and you can migrate your OS to your SSD. However, if you don't have SATA cables available or a SATA to USB adapter, you'd have to get one of those in order to be able to connect your SSD to your computer along with the HDD. Here's a pretty thorough guide on how to migrate an your OS from an HDD to an SSD: http://lifehacker.com/5837543/how-to-migrate-to-a-solid-state-drive-without-reinstalling-windows.
Don't forget to backup any important data you may have, before you start the cloning process.
Please let me know if you have any questions whatsoever.
Boogieman_WD