Is it possible to coonect the power to the sata power slot on a PCIE card from HPE ProLiant DL360p Gen8 server?

That controller card was designed for a desktop machine, where it is normal to have a few spare SATA power cables from the PSU.

Nothing wrong with using it in a server, but because disks are typically connected with a backplane PCB instead of cables, and spare cables are removed as they impede airflow, you won't find a SATA power cable in your server.

If you're lucky, your PSU has some extra ports, and all you need is a cable that, if you're extra lucky, included in the box of spare parts.

Basically, attaching USB disks to servers is a rather uncommon thing, because you don't want people wandering around your datacenter spreading dust that will collect in fans, causing even more people to wander around in the datacenter while replacing broken fans.