Build and Play, In what order?

OMEN Computer- The OS is installed on a NVMe SSD 256GB. I purchased a new NVMe SSD 2TB. Now when I switch them out I will lose the OS. I also Purchased a Windows 10 Home. Should I first put my win 10 on a different drive then transfer it to the new NVMe after its installed?

Or can I switch the NVMe's and, Install my new Win. 10 onto as computer that has NO OS at all?