Hello Sandro Silva Alves,
Here is the link to the administrator guide and if you look on page 99 it explains how to setup a local host to connect to your Compellent. https://topics-cdn.dell.com/pdf/dell-storage-manager_administrator-guide3_en-us.pdf
Please let us know if you have any other questions.
As always... you have to create a "Server" on the SC and during this process the servers SAS HBA will be registered on the SC so be sure that your Server is up and running and all cables are in place and connected.
Because sometime is very hard to identify the HBAs wwn we always add one Server after another and not two at same time. We use the Hostname of the phys. Server as the name for the "Server" object.
Later you have to use this Server object to create a ACL and specify if a Server gets access to a volume or not. If you place multible Servers into one Server Cluster object you can use this for a ACL as well. This makes sence within a vSphere ESXi or similar environment.