Help with bootcamp installation dual hard drives

I want to install Windows with bootcamp on my Mid 2012 Macbook Pro running OS X El Capitan and updating to macOS Sierra when available.

I have 16GB of RAM and two Hard drives: a 250 GB SSD in the main bay and a 500 GB HDD I installed in the optical bay. I've tried this before and I know I cannot install it in the external disc, it will not allow me.

I've come up with a solution: What if I install windows on the smaller SSD in the main bay and then access the games and files stored in the larger HDD in the optical bay?

I want to know if that is possible, so if anyone can help me that would be great.

Thanks