but, first i connect 2 hdds to fibrecat or create vdisk, define RAID and create volume and then connect hdds ?! or connect hdds after create vdisk or raid or volume?
Well, you can't do anything with the disks until they are inserted into the SX60!
When you come to create the VDISK, you will need to specify the HDDs you want to be included (so they need to be already seen by the SX60) and you will need to specify the RAID level (persumably RAID 1).