As always, the computer will do what you tell it.
Files and even applications can be placed on the second HD, but not automatically............ There will have to be some instruction code which makes that happen.
HD number 2 is a great idea anyway, particularly for safe keeping a backup or most of your data.
Partition your hard disks and then use the first partition for the OS and perhaps some data.
If the first partition is small enough, then you can keep an up-to-date image of it as a painless re-installation when the OS goes belly-up.