ESXi does not come with a linux-based Service console like ESX so there is nowhere to install rpms.
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You can not and you should not. Think about set up linux VM and install desired rpm here.
VMware vExpert '2009
Ok I have an issue with the above answers. I get it that you shouldn't get a console but there should be some way to deploy "needed" agents etc. In my case a DL380 with noisy fans could be quiet'd down with a "cpqhealth-2.3.0-20.Redhat7_1.i386.rpm" How does one get this driver installed on the ESXi 4. platform then?
You are referring to an rpm package for ESX, not ESXi.
The answer is that you install from scratch using the HP version of ESXi which contains the HP management agents. You do install this driver using any form of "driver installation" technique at all.
Search these forums for the esxi 4.0 with hp management agents.