k1114 :
It's called ssd caching. Velossd and primocache are the better free ones.
I always did it with Intel Smart Response Technology.
https://www.intel.com/content/www/us/en/architecture-and-technology/smart-response-technology.html
https://www.pcworld.com/article/248828/how_to_setup_intel_smart_response_ssd_caching_technology.html
Read caching carries little to no risk. Write caching however is incredibly risky. You not only risk losing files while they're in the SSD cache (before they're written to the HDD), you also risk corrupting the HDD. For that reason, Intel SRT doesn't do write caching. Looking over the instructions for Primocache, it looks like it can do write caching if you enable the option. (The website for Velossd is so spotty I wouldn't trust it.)
If you enable write caching, be sure you have a good battery backup on the computer. But even that won't protect you if the computer freezes or crashes due to a software glitch before the cached data has been written to the HDD. Best case you will lose data or the file(s) will be corrupt. Worst case it'll screw up your partition's file table, possibly corrupting the entire partition or drive. The SSHDs and SSDs which do write caching (yes, pretty much all TLC SSDs do it - initially writing data in MLC mode for speed, then later converting it to TLC mode later so it'll take up less space) either have small capacitors built in which provide enough power for them to flush the cache and gracefully shut down in the event of a power failure. Or they're designed to make sure the data is in a consistent state in the split second between when the power is cut and the device ceases functioning. You will not have either of these protections, so I'd just avoid write caching altogether.