Standard system components are installed at the factory. Options such as a PCIe cards or a monitor are shipped separately.
Verify that you have received all the parts of your server:
Server
Rackmount kit
Package of mounting screws and nuts in assorted sizes to fit various types of racks and cabinets
Earth grounding lug and two M5 nuts
Hardware, cables, documents, and connectors
Any optional components that were ordered with the server