Unless someone has removed it the DL380G1 shipped with a 'standard RAID module' which upgrades the on board SCSI to RAID. If it is present then check that the disk backplane is cabled up to SCSI Port 2 (nearest front) as cabling it to Port 1 can cause all sorts of strange issues.
What there is of a BIOS is called 'Setup' and you should be prompted to enter it by pressing F10 after the Compaq splash screen - if the disk config has been wiped or it hasn't previously been setup with SmartStart, you won't have access to it though as it is disk based. And to the best of my knowledge, the lastest SmartStart you can use with it is 5.5 as it doesn't have ROM Based Setup.
If you want to set it up properly, your best bet is as others have suggested and do a SmartStart 2k build first and either overwrite it or upgrade it (2003 supports all the native (shipping) components of the DL380 out of the box) so you get the management partition installed.
All Compaq servers use the CD as the primary boot device if a bootable CD is present so if this is failing to boot from CD's it could well be that the CD is stuffed
Another possibility is that the NVRAM may be corrupt, if all else fails try resetting it by setting dip 6 on SW2 (next to the left PPM socket) to on and then power on for 30s, power off, set back to off and power back on.