So far - so good (yes)

On the back of this, I'm upscaling my Alienware with a 1Tb SSD in place of it's current 1Tb HDD.

Presumably I can just take out the HDD, insert SSD and then install Windows using the USB thingy that I got from Dell for clean/re-installing/repairing Windows 10?

Yep, should work fine. And of course if anything goes wrong, you can always pop the HDD back in temporarily to resurrect the system.