Windows and Ubuntu Dual Boot Configuration with SSD and HDD

I’m trying to figure out how to set up a dual boot of Windows and Ubuntu on a 250GB SSD and keep "separate" storage on a 1TB HDD.
I want to split the SSD in half, one for each OS, and then split the HDD allocating 200GB for Ubuntu data and 800GB for Windows data.

I’ve looked at some forum posts and so far but the more I read the more confused I become. I’m a complete beginner with Ubuntu and Linux in general, I don’t really understand the whole root/swap/home partition stuff, or GRUB2, mounting partitions, etc. I know how to install Windows/Ubuntu, but the partitions give me some problems.

What would be the process needed to set up a system where both OS are stored on the SSD, while the data I use on Ubuntu (school/programming stuff) is stored in one partition of the HDD and the data I use on Windows (games/videos/images) is stored on the other?

Do I need to take any steps to have files that are not related to the Ubuntu OS (videos, programs, pretty much anything that I get post-installation) be stored on the HDD instead of the SDD?

I aim to keep these partitions as independent as possible, as in not being able to read/write stuff to the Ubuntu partition from Windows and viceversa. I’ve seen one post that suggested only one shared partition on the HDD, but it’s not really what I’m after. As I understand it, it would also be convenient to have the Ubuntu partitions (on both the SSD and the HDD) use ext4 file system while the Windows partitions use NTFS.

I realize this is a very broad question but I don’t really see how to narrow it down anymore.