All I've done before with a PC is use one HDD for OS, games, etc., and another
HDD for external storage.
 
  I want to build my first system w/a PC and a MOTU 828mk3 Hybrid/MIDI Strat etc.
for recording by myself (also for regular PC use and games).  The idea I get from
the forums is to use:
 
  a big fast HDD (possibly an SSD) for OS and Cakewalk, etc.,
  an SSD for samples, and
  a big HDD for storage including finished audio work.
 
  I've never done that before.  How do you set that up to use two drives at the
same time--to use Cakewalk on your OS HDD and sampling on your SSD at the same
time?

You are over thinking this. When you build your system only hook up your C drive to the motherboard and install your OS. Then hook up and detect your secondary drive and name/format it. Install your DAW on C and then you can record or save stuff on either drive. If you have samples or clips stored on your secondary drive you can call them up as needed.