Unfortunately, the adapter you bought only supports passive direct attach cables and not optical modules.Which cables can I use? has more information.
SFP+ optical module support was added in the next generation Intel® Ethernet X520 Server Adapters.
Which SFP+ modules and cables can I use? has the information on the SFP+ modules for the X520 series.
Thanks! I forwarded your answer to Dell and now I'm waiting for new cables from them. It seams that they have an error in an appliaction that choose compatible hardware.