"I tought maybe the RAID controller could be integrated with the MB, is it possible?" Not on this machine.  This server does not have ROMB, and this Intel chipset does not support RAID. "Is there a way to find out if I have a RAID controller or not, using some kind of software? Just for make sure..." If the drives are connected to the motherboard, you do not have a RAID controller.  IF there is a RAID controller in the server, the drives are not connected to it ... check for any expansion cards in the system - if there are none, then there definitely is no RAID controller.  You can purchase a PERC as an upgrade, but as it stands, you don't have a RAID controller.
Good night!!   I have a Poweredge 1900 with the following  configuration:  
Raid1 for Poweredge 1900