Hello,
you are right - the SSA does NOT offer an OS installation. It is for RAID configurtion purposes only. Ypu can setup you RAID (boot volume) with it and than go ahead and install the OS by booting the OS CD.
Download your Storage Driver: https://support.hpe.com/hpsc/swd/public/detail?sp4ts.oid=3883933&swItemId=MTX_0fd4dfeb438a4358a34bfffd39&swEnvOid=4184#tab3
Extract it on an USB Stick and brows for it wen prompt during OS installation.
PS: The issue related to booting from offline SSA may be caused by the CD you used. Best option for creating a bootable file on HPE servers is to use "hpe key utility for windows" and an USB stick.