If you have a choice, I'd recommend an HP MSA2040 SAS unit if you only plan to connect to one server. It's a simpler and more effective connection option. Otherwise, this is probably the wrong product for you.
Please read the HP StorageWorks MSA 2040 QuickSpecs guide here.
If you wish to use fiber channel, you have two options: 8Gb and 16Gb SFPs. The MSA 2040 requires that these be purchased in a pack of four; part numbers C8R23A and C8R24A, respectively.
You will then need fiber cables and of course, an appropriate HBA for your server; HP parts QR558A, QR559A, AJ762B and AJ763B are examples, but most anything will work.
But in the end, this is basic read-the-manual level stuff. If you're unsure, lean on your vendor as a resource to help you make a better decision about your specific environment. This is a relatively expensive enclosure, and the SFP modules and HBA cards are costly as well. Why risk it?