James Mason :
Basically, both HDDs need to be connected when you install windows 10, and just tell windows 10 to install on the other HDD, you shouldn't need to change the boot order in the BIOS.
You can do it either way... as either James described above, or as you actually did it, liranm. There are pros and cons to doing it either way. Personally, I prefer to keep them separate, given that you don't generally switch between each OS all that much. If you are changing constantly, a virtual machine might be a better option depending on what you are doing with the new OS.
My preference comes from many battles with trying to fix the layout of the Windows boot loader options (if I remove the OS, I want the entry for it gone from the menu, or while I have it, I want them in a specific order). The process should be straight forward, but I have run into issues with changes not working properly, or the boot loader for my main OS becoming corrupted and spending more time fighting with it trying to make the loader work again without reinstalling Windows from scratch. Finally decided it was easier to keep them separate, and hit the boot menu key for my mobo each time I wanted to switch (which ended up being MAYBE once per day, and changing the boot sequence was not necessary), though for the last several iterations of Windows, I've gone strictly with virtual machines.
It's entirely up to you, but always remember that the older version of Windows should be installed first if you decide to load them from a common boot loader.