The title to your question is a bit misleading as a DL360 is not a blade server it is a 1U rack server
Are you sure the exension cable is working? If you connect one of your existing 2.5" drives to the exentsion cable, does the system still recognise the drive? if the cable is working you need to go into the array configuration utilty and create an array before the OS will be able to access the drive(s)
While using an extension cable from the backplane to the drive isn't supported, there is no reason it shoudln't work