If you use the SSD, you'll want to partition it so it has about half the space for both OS. When you use the HDD format it as NTFS and then just mount it with Ubuntu. Simple :)

Edit

Your drives are separate devices, Ubuntu and other *nix OS use a file system which basically references all the devices in your computer as if they were like files and folders in one system.

To accomplish installing both windows an Ubuntu on the same drive, you'll want to install windows first, but set it so it only uses about half the space on the SSD. Then once Windows is installed you can install Ubuntu and set it up to use the rest of the SSD for its main EXT4 format storage system and the SWAP, if you want to use SWAP on your SSD.

Once both Operating Systems are installed, you can use either Windows or Ubuntu to format the remaining HDD in NTFS format.

Windows will likely mount this disk automatically as E: or F: perhaps. However in Ubuntu you'll mount this disk by clicking the icon for it in your Nautilus file-browser window or in the Unity Task bar if it shows up there. After this disk has been mounted you can find it in the file system at /media/<volume name here> where <volume name here> is replaced with a name of your disk being either the label or an ID number.

Edit 2

For UEFI, Ubuntu should install just fine. As far as I know Ubuntu ships its latest versions with EFI compatible boot loaders (grub-pc/grub2)
After you install Ubuntu, if you install it second, you should get a boot menu like the regular GRUB boot menu.
However, I personally have not installed a dual boot on EFI/UEFI systems and so I don't know if there are any quirks or manual steps you should definitely know about.