I think this is possible, but I never tried. All you need to know before installing Windows is that Windows needs one
primary and
active (bootable) partition to exist on. I think there is an option to change target disk and partition in installer, so it should be useful.
After installation one should tell Grub (If you have Grub) how to boot Windows: default entry looks like this:
Code:
title Windows
root (hd0,0)
chainloader +1