Can i have ubuntu on SSD and WIndows on HDD without losing fils?

Short answer Yes you can. With Linux, you are in control.

Long answer

The details of your current situation are not sufficiently clear, but if you mean you want to move your entire Ubuntu installation, then I would recommend against that, because it becomes technically complex. If that is the case, you are definitely recommended to reinstall Ubuntu.

If, however, it is just a matter of moving your personal user files (Documents, etc), then of course you can move them where you want.

As a general rule, it is always wise to first install Windows, then Ubuntu. That is because Windows does not accommodate for another operating system. When you install Windows after Ubuntu, you will at first not anymore be able to but into Ubuntu. You will then need to recover Ubuntu after installing Windows]1 by repairing the bootleader GRUB.

Recommendation

• If you need to move your Ubuntu installation, prefer to first install Windows, then reinstall Ubuntu to the desired drive.
• If you do not need to move your Ubuntu installation, then install Windows and subsequently repair GRUB so you can choose on startup which OS to load

Remarks

• Whatever you do, make sure you have good backups of your personal files. These are definitively lost when something goes wrong and you do not have a backup. An operating system, on the other hand, is downloaded anytime for free, and installed in less than an hour.
• Depending on your needs for Windows, you could consider installing Windows in a virtual machine using virtualization software like "Virtualbox". Then, your only OS is Ubuntu, but from Ubuntu, you can then load a Windows session that runs in a virtual machine. Consider this option only if you have a rather powerful laptop/computer with at least 8 GB of RAM.