https://tutorials.ubuntu.com/tutorial/tutorial-install-ubuntu-desktop#0 shows you the installation process, step by step.
Step 6 shows installation drive selection choices, and if you already have Windows installed on the destination drive, it will show another option to put Ubuntu on the drive alongside Windows, what's called a 'dual boot' installation, by reducing the size of the drive allocated to Windows and giving some of it to Ubuntu (30GB should suffice). That's called partitioning.
Instead, I would suggest when you get to Step 6, choose Something Else, as oldfred suggested in his comment to your question above. Put /home on that second NVMe SSD you mentioned.
Ubuntu is much better at reading and writing Windows drive partitions than Windows is at reading and writing Ubuntu drive partitions (generally an ext4 partition), so if you keep you data on the Windows side (an NTFS partition) and access it from Ubuntu, you will have less trouble.
In Windows, create a new directory in the root of the NTFS HDD named Content. Move your Movies and Music folders to folders under Content, following this process. You would also reassign the location of Quick Access items Music and Video to the new drive in Explorer] When Explorer asks to move existing files, tell it yes.
After completing the install of Ubuntu, make sure NTFS partition is mounted at startup (i.e. in /etc/fstab). Then follow the steps at https://ubuntuforums.org/showthread.php?t=838937 to soft link to the Content folder in the NTFS partition on the HDD with
ln -s source destination