When you set the SATA controller to RAID, then you will get another line during POST that will say "press crtl +I" (or something like that) to enter RAID BIOS (or "RAID SETUP") utility. You need to get into the RAID BIOS to actually build the RAID array, and configure it. This is not done inside the regular BIOS. But for the option to enter the RAID BIOS to even appear, you must first set the SATA controller to RAID.
PS, then after you have built the array, back in the usual BIOS you must set the array as bootable, or as storage, then follow along with everything else as if its a regular hard drive, (boot order etc if you are installing the OS on it)
When the array is setup correctly, it will simply be presented to Windows as a single large drive volume that you can set active, format, assign a drive letter to, just like any other single drive.