Hello ,
The SATA connectors can be used for Optical drive,SATA 9.5mm DVD-ROM or DVD RW Optical Drive, Tape Drive, or LFF.
Please refer Quick Specs
https://h20195.www2.hpe.com/v2/getpdf.aspx/c04447843.pdf page 1 and 2
If you want to use SATA hard drive using the SATA port (on motherboard) without using the onboard controller/PCI Storage controller ,an optional part is required to be installed in the media Bay .Refer Qucikspecs to locate media Bay .
https://support.hpe.com/hpsc/doc/public/display?docId=emr_na-c04520536
Cabling can be seen in Page 97
http://h20628.www2.hp.com/km-ext/kmcsdirect/emr_na-c04504830-8.pdf
In case if all the above components are installed and if the cabling is correct and if its still not working .Please log a case with HPE support with the AHS and Operating system logs to investigate the issue .