I am not from Intel and have only installed five NUCs, but for me it goes something like this: Open case, install memory (start at slant, pushing in then down to lock) - hopefully memory is 1.35v and proper density. If you have extra time, consider powering up NUC at this point to verify RAM - if you only get three blinking LED pattern then the memory doesn't seem to be compatible - you can sometimes proceed by removing one of the two memory modules but it is just a clue that you need to search for more compatible memory. Optionally at this point you could flash update your BIOS but if you are not experienced and don't have specific problem then maybe you should skip that. Insert the M.2 SSD by removing the screw, installing board, then re-install screw. Install 2.5" HDD by inserting it so that it properly seats with the SATA data/power connectors which you can verify by seeing that the two screw holes in grey metal line up with the holes in HDDD (then insert two small screws provided by Intel). Boot NUC and consider pressing F2 to get into Visual BIOS. Verify that BIOS shows both your SSD and HDD - if 2TB is missing then check mechanical alignment that I mention.
I don't know how you will boot the 8.1 install - many people copy from DVD to USB (on some other PC) and then boot install from USB, but I think that I have booted okay from external USB DVD. You typically want to boot the 64 bit and in UEFI mode, unless you have some reason to install non-UEFI mode (in such case it might help to disable UEFI boot in the BIOS).
Now the key point I wanted to make - I am not familiar with Smart Response caching, but I think most would recommend that you install the OS onto the M.2 SSD (possibly onto a partition smaller than the full 500gb) and leave any caching of HDD to whatever is built-in to the OS. After OS install you may be missing a few features such as network (wired and/or wireless), latest graphics, and InfraRed if you use that - install whatever drivers you want (downloaded from Intel's Download center using some other internet-connected PC) perhaps using any yellow exclamation marks in Device Manger as a clue. Once you are connected to internet, of course there will be Windows Updates for security and so forth.
Note: although not your exact model, you can look to some review articles which might describe how to install, for example the following page for memory/drive and then the next for BIOS/Windows, etc. Intel NUC Kit NUC5i5RYK Review - Broadwell Comes to NUC! - Page 3 of 9 - Legit ReviewsInstalling DDR3L Memory and a Stor…
Hey, thank you so much, dougho! I do appreciate all you put into that reply. Good stuff, including that article - hadn't come across that one yet. I am comfortable installing memory and other such hardware, so am mainly concerned about getting the software installed correctly. You're probably right about putting the OS on the SSD. I still want to play with the Smart Response caching, though, since this is basically a learning tool for me right now - 500GB should be plenty for whatever. I suppose in a worst case scenario, I can always just wipe both drives clean and start over. In any event, will definitely document things as I go and if I learn anything not already mentioned, will certainly post it. This is my first venture into a new setup in years, so it should be fun!
Thanks, again! Hopefully will have more by the end of the week.