From reading the documentation I am not able to find out what cable set to order in order to connect regular SATA disks to this controller.
E.g. can you confirm that this set is the correct one: http://ark.intel.com/products/56860/ Intel® RAID/SAS Cable Kit CBL740MS7P
No this is not the correct cable. The RS3DC040/080 has HD SFF-8643 connector. So your cable needs to have SFF-8643 connector on the initiator end, and four 7-pin SATA style connectors on the target end.
Unfortunately Intel doesn't have this kind of cable. We have SFF-8643 to SFF-8087 (http://ark.intel.com/products/77348/Cable-Kit-AXXCBL650HDMS AXXCBL650HDMS) which allows you to connect the RAID card to expander or backplane.
You can try to google "SFF-8643 to sata cable" if you want to connect SATA drives directly.
Thank you very much. I was thinking about that, but I just had a hard time to believe Intel would not offer a cable themselves. I got a matching pair from Adaptec: http://www.amazon.com/gp/r.html?R=2YPU0C03BMI07&C=3T5MUR8F9569O&H=ZL2WMCIJLGALKTWD4W5F6H2HOP0A&T=C&U=http://www.amazon.com/dp/B009B2LLQK/ref%3Dpe_385040_30332200_pe_309540_26725410_item ACK-I-rA-HDmSAS 4SATA-SB-.8M