Your array needs to be set up first, then you install Windows.
Personally, I would not load Windows onto your RAID0 array.
Get a second small fast drive, or even an SSD, put Windows on that.
Use your 2 drives in RAID 0 to load all your programs and games.
Word of advice, do not use your RAID 0 array to store anything on you don't want to lose, because you will break the array at some time or the other, and you will lose everything on it. It might not ever happen, but odds are that it will. If you do store your important stuff on the array, make sure you have a good backup going.