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How do you get the OS installed on the SSD? What do you mean by that? Is that just how it works with the computer to speed up the start time, etc. or do you mean pre-installed?
After you put the entire system together and start it up you'll have to install an operating system (windows in your case). You will have to tell windows setup which drive to install windows on. You want to make sure you are installing it on a drive that is an SSD (not a mechanical drive). Doing so will vastly, vastly improve the all around performance and responsiveness of your system.
Having the operating system installed on an SSD will greatly improve start up time, but that is a minor benefit. The real benefit is that it is going to be quicker in everything that it does. I play games on my computer, but I also frequently use it for general productivity (Microsoft office, web browsing, various other programs for work). Having windows and your other most frequently used programs installed on the SSD is going to make everything so much more responsive you will never want to use mechanical drives again.