We have your 5037MC-H86RF, but in BIOS, no SATA HDD detected at all, is it defective?
No, you need to have an add on card in it, please see:
http://www.supermicro.com/products/system/3U/5037/SYS-5037MC-H86RF.cfm
optional part list for options.
Serial ATA • 2x SAS/SATA ports with selected AOC