What kind of a RAID are you trying to setup?
Hardware-RAID: Completely handled by the RAID-controller, thus management would usually be done in the RAID-controller's BIOS, the OS has nothing to do with it and the RAID will be look like a normal device.
Software-RAID: Completely handled by the OS. Setup is done through mdadm.
"Fake"-RAID: This is what those onboard-RAID-controllers usually offer. It's setup through some controller-BIOS, but is handled by the OS. Controlled by dmraid.