A SATA drive is hot swapable, just like a usb device.
If you connect the SATA cable to the motherboard but not into the drive and then conect the power into the SATA hard drive. You can then boot the machine without ht edata cable connected to the SATA drive. when you get to desktop you can then connect the drive.
but be warned. if the drive is damaged in any way you could damage your system. click here
the reason why they are hot swapable is that in a dedicated server, if one drive fails in a raid configuration. the drive can be taken out and swapped which gives no down time to the server.