I have a few of these in my lab and they work just fine with ESXi 6.5, however I'll go ahead and state that it isn't officially supported.
Can you show your network devices in ESXi? Are they showing up? Is this ESXi standalone or with vCenter? Did you use the Dell-customized ISO to install this system?
I got ESXi 6.5 directly from the free vSphere Hypervisor link. I didn't use the official Dell ISO, however I'll have a look into it.
As for all the network interfaces, they all appear fine to me, only the one network interface I'm plugged into (port 2) is showing as connected, as to be expected. They are all on vSwitch0.
You should be using the Dell customized ISO, not the general ESXi ISO. But if that interface appears and shows connected, then you must have an external switching/routing problem.