VeraCrypt will encrypt SSD 240GB + HDD 1TB or only just SSD 240GB (where windows OS installed)?
Encrypt the Windows System partition will only encrypt the partition that current Windows installation is installed on.
Encrypt the whole drive will encrypt the entire device the current Windows installation is installed on. This means all partitions on that disk will be encrypted. Using either option will only apply to the device where the current Windows installation is installed on.
Encrypt the whole drive option, indicates the option cannot be used, "to encrypt secondary or external devices if Windows is not installed on it and does not boot from it". This does not be secondary and external devices cannot be encrypted by VeraCrypt. It just means that the "VeraCrypt Volume Creation Wizard" can only be used on the system disk.
My main goal is to encrypt WHOLE Hard Drives.
Whatever option brought up that dialog only applies to the disk Windows is installed on. You will have to encrypt additional disks outside of that particular wizard.