Trouble Installing Windows Server 2008 on Dell PowerEdge R720 w/ PERC H710 Mini
You should be using the LifeCycle Controller to install the OS, which will include the appropriate drivers for your RAID controller.
Lifecycle controller is the way to go. I mount and OS ISO in virtual media in iDrac8 then boot to it after setting up OS deployment in Lifecycle. It will then recognize the drives on the raid controller.
joeqwerty's answer is the best way to go. For obtaining the drivers for installing using the approach you were trying to take though, you can just download the "ZipPack" type EXE file, which is just a self-extracting archive.
The file for 2008 R2: DELL_MULTI-DEVICE_A02_R283425.exe
The file for 2008 x64: DELL_MULTI-DEVICE_A02_R283424.exe
This extracts to C:\dell\Drivers\W7X7H (for R2 - "93NDM" for 2008 x64) by default, and leaves you with the percsas2.sys driver and other files that can be used during OS deployment as needed. You can then place these files on removable media and browse for them when it's time to specify a driver during installation.
But again, the Lifecycle Controller is really the best way to go here - specifically, the Dell Unified Server Configurator feature. You can find instructions and detailed info on the process on this Dell TechCenter page. You'll use the UEFI GUI to start OS deployment, configure virtual disks, and select the CD/DVD to install from.