You probably need the system storage battery too.
[Edit] Unlike the HPE Smart Array Controllers, the H240 does not offer any acceleration or support cache modules.
The H240 Smart Host Bus Adapter provides flexibility to run in HBA mode or simple RAID mode. When operating in simple RAID mode, it provides RAID 0, RAID 1, and RAID 5 with optional HPE Secure Encryption capabilities.
The server user guide has all the details about installing additional components.
Maybe you need additional cables, see
https://www.hpe.com/h20195/V2/GetDocument.aspx?docname=4AA5-4154ENW&cc=us&lc=en