Just to add to the good information you've already had, Windows does
not take kindly to running from a slave drive so you'd be as well
disconnecting the slave temporarily to ensure it goes to the master
drive correctly. Once you have Windows installed you can re-connect
the slave and install Ubuntu to sdb but make sure the boot loader goes
onto sda ( i.e. the Windows drive ).

PS - in case you didn't already know. Ubuntu will see the Windows
drive but Windows will not see the Ubuntu drive so if needing to file
share between Windows and Ubuntu you'll need an intermediary such as
a USB drive ( flash drive will work ) or Network drive.