It's your BIOS/UEFI configuration decides which physical device to boot from. So you don't have to unplug drives for installation or later. To switch between systems simply choose in BIOS/UEFI setup whether to boot from ssd or hdd.
That said, you might want to unplug hdd with Windows for Ubuntu installation if you don't want Grub menu to have an entry to boot Windows, though I see no harm in this.
UPD: as pointed out in comments, Ubuntu installer ATM has a bug forcing Grub to be installed to whatever drive seen as /dev/sda. You can reinstall it later with grub-install command, but still you end up with excess Grub on sda. If it annoys you, you indeed can unplug the second drive for Ubuntu installation, and don't forget to add yourself to the bugreport.