Some users have recently had their accounts hijacked. It seems that the now defunct EVGA forums might have compromised your password there and seems many are using the same PW here. We would suggest you UPDATE YOUR PASSWORD and TURN ON 2FA for your account here to further secure it. None of the compromised accounts had 2FA turned on.
Once you have enabled 2FA, your account will be updated soon to show a badge, letting other members know that you use 2FA to protect your account. This should be beneficial for everyone that uses FSFT.
The plastic ducts are there to help with airflow from the server's internal system fans. I'm not too familiar with HP servers (I'm a Dell guy), but there should be small fans sitting vertically in front of those ducts. The fans pull cool air from the front of the case and push it directly over critical components. The warm war is then exhausted to the reat.
All complete servers I'm aware of ship ready to power-up. Anything which needs to be removed before operation should be clearly marked on the outside. It's not like a laser printer where you have to practically disassemble it to remove all the strips, tags, separators, and tape.