No this is not the correct cable. The RS3DC040/080 has HD SFF-8643 connector. So your cable needs to have SFF-8643 connector on the initiator end, and four 7-pin SATA style connectors on the target end.
Unfortunately Intel doesn't have this kind of cable. We have SFF-8643 to SFF-8087 (AXXCBL650HDMS) which allows you to connect the RAID card to expander or backplane.
You can try to google "SFF-8643 to sata cable" if you want to connect SATA drives directly.