I want to boot a CD on the given server.
It's only booting via network.
F10 or F9 on Compaq logo screen doesn't work, neither F1.
It's a vague questions, and I'm at home so not gonna reboot anything remotely right now...
Here's a recent user guide for the ROM-Based Setup Utility (pdf)
The details will be different depending on what generation the server is, but it looks like you could go in and take out the optical drive as possible IPL location.
If this is a G1 server (white/beige-colored DL580 with Compaq logos), the BIOS is actually supposed to be a special partition on the hard drive. This is installed via the appropriate Compaq Smart Start CD of the era (v5.x, I think). Without this system partition or the Smart Start CD, you won't have BIOS access.