It has a place for a DVD drive at the top. You could also put an SSD here - as far as I know there even is - ah, here: HPE MicroSvr Gen10 NHP SFF Converter Kit - apparently you still need a SATA cable.
There is also a USB port inside for a stick so that you can boot the OS from the USB stick. That's how the device works for me. Raid 1 will probably be enough - the network is already the bootleneck.