You're asking a lot of general but very wide-open questions that really aren't best suited to throwing out on a community forum. It really sounds like you need to work with a consult in a 1:1 fashion to design and possibly implement this solution to ensure it's done correctly from day one while meeting your business requirements.
I will try to focus on the questions
What is the first thing I should set up on a DELL server before installing ESX6.7?
The download of an ESX6.7 operating system is on the DELL site or the VMWARE site?
You get the ESXi installer from the Dell site, which is customized to include Dell-specific agents and drivers.
Do these installation of a dell server steps are?
1/ Update the Server via Lifecycle controller with SUU
2/ Configure Raid
3/ Install Esx6.7
You'll also need to ensure that optimal BIOS setting changes are made necessary for ESXi to function properly. Configuring RAID is a design decision and must weigh several factors. Installation of ESXi is fairly simple but configuration is another story. As I recommended, I think you, as a newcomer to vSphere, really should work with a partner on this project to ensure it's done correctly from day one.