I am getting a new SSD (have only used HDD for years)
After installing the cables, should I unplug my HDD and install the OS on the SSD and plug it in again ?
Anything to change in the bios settings ?
You got it right.
Whenever installing Windows 10 only have the C:\ drive wired up.
Otherwise it sprinkles files all over your drives and you can never change or remove them without breaking Windows.
It is also good to install a fresh copy of Windows on a new SSD.
It is possible to clone a HDD onto a SSD, but then there are a bunch of settings to be changed manually.
There are utilities to do that but it you install fresh, Windows install takes care of all of those settings automatically.
The only change to be made in BIOS is to make sure the drive is set to AHCI mode.