That is correct, the R710 supports (U)EFI. If you enter the bios, then go to the bios settings, I think it's the first option that allows selecting bios or UEFI.
Here <ADMIN NOTE: Broken link has been removed from this post by Dell> is the online section from the R710 system that discussed the option to change to UEFI.
It does require an x64 version of 2008 or later (if you are planning on running Windows). I'm not sure if the server setup CD can work with UEFI though, so you may need to create the raid set manually in the PERC bios and then install the OS; it should automatically make the disk GPT (a UEFI cannot boot to an MBR disk), and therefor allow using a disk larger than 2TB as the bootdisk.