You can easily connect both, during the install process you will have a choice of on which drive to install windows. But you can also wait and connect the HDD after the installation and it will show in windows.
Yep, when you install Windows, only connect the SSD. This is so there isn't even a chance for something to go wrong and install to the HDD. When Windows is installed, download/install all the drivers you need. Also make sure that the SSD has the latest firmware.
After that's done connect the HDD, initialize and format it in Disk Management (you can find it in the search bar).
Optimizing the PC for SSD's is a good thing to do, it will increase the life of the drive and possibly boost performance. Only diffrence I would recommend is moving, not deleting the pagefile. The pagefile sort of acts as backup RAM on the HDD in case the actual RAM gets overloaded.
Moving your temporary files to the HDD is also another good thing to do, it reduces the read/write cycles inflicted on the drive by a lot. http://thessdreview.com/ssd-guides/optimization-guides/...