Shouldn't matter which slot you use for the Optane module. Just consult the manual because M.2 slots typically share resources and you need to be aware of what you are disabling/trading off. For example, one slot will share with the normal SATA 1 port so you would just need to plug your other drives into other ports.

Optane will only accelerate one drive so I would have it accelerate the HDD. The SSD won't see the same benefit. You choose which drive to boost once you install the software in Windows 10.

Then you just choose whether to install Windows on the HDD or SSD. It depends on what you will do with the PC. The SSD will be fastest overall. The HDD will only be fast for the frequently used things that fit in the Optane cache. So if you install Windows on the HDD then Windows will boot fast but everything else on the drive will be slower. If you install it on the SSD, Windows and anything else on that drive will be fast.