It is totally expected not being able to set up a RAID 0 on Windows, since it is not possible to split the hard drive where the OS was installed. You will be able to set up a RAID 1.
In order to access to the RAID interface (Ctrl + I), you would need to set the SATA mode on RAID before and also all hard drives need to be connected to the motherboard.
Before trying to access the Ctrl + I menu, please check on BIOS if all hard drivers are being recognized.
Which is the current BIOS version of your motherboard?