Once you purchase a copy of the OS, you can deploy it using the Lifecycle controller's OS Deployment feature, or you can boot straight to the installer and provide the driver for your storage controller manually, but you would need to download and extract the files from the .EXE on the support site.
Since you already have an OS installed, you shouldn't need to make any changes to the virtual disk, unless you want to.
what is the exe file I can install from the website?
I prefer to update all the OS options in the list, so later if I want to install let's say ESXi or whatever, I can install the last version, is there a way to update all the OS options in the list and how?
I'm not getting you about update all the OS options. Dylan is mentioned that if you need to install an OS, you may need the RAID controller driver, else the OS installer would not be able to detect the drive.
The OS Driver pack would provide the latest set of drivers for the lifecycle controllers OS Deployment wizard. The easiest way to apply that would be after having installed your OS, but you can also apply the EXE package in the iDRAC web GUI using the iDRAC Firmware Update interface.