I found this page on le-vert.net that explained how to do everything. Phew.
List the drives
[root@server ~]# MegaCli64 -PDlist -a0 |grep -A1 "Enclosure Device"
Enclosure Device ID: 32
Slot Number: 0
--
Enclosure Device ID: 32
Slot Number: 1
--
Enclosure Device ID: 32
Slot Number: 2
--
Enclosure Device ID: 32
Slot Number: 3
--
Enclosure Device ID: 32
Slot Number: 4
--
Enclosure Device ID: 32
Slot Number: 5
--
Enclosure Device ID: 32
Slot Number: 6
--
Enclosure Device ID: 32
Slot Number: 7
List the logical devices
[root@server ~]# MegaCli64 -LDInfo -Lall -a0
Adapter 0 -- Virtual Drive Information:
Virtual Drive: 0 (Target Id: 0)
Name :
RAID Level : Primary-5, Secondary-0, RAID Level Qualifier-3
Size : 544.5 GB
State : Optimal
Strip Size : 64 KB
Number Of Drives : 5
Span Depth : 1
Default Cache Policy: WriteBack, ReadAheadNone, Direct, No Write Cache if Bad BBU
Current Cache Policy: WriteBack, ReadAheadNone, Direct, No Write Cache if Bad BBU
Access Policy : Read/Write
Disk Cache Policy : Disk's Default
Encryption Type : None
Create the device using the disk names
[root@server ~]# MegaCli64 -CfgLdAdd -r0 [32:5,32:6,32:7] -a0
Adapter 0: Created VD 1
Adapter 0: Configured the Adapter!!
Exit Code: 0x00
[root@server ~]# dmesg |tail
sdb: Write Protect is off
sdb: Mode Sense: 1f 00 00 08
SCSI device sdb: drive cache: write back
SCSI device sdb: 2927099904 512-byte hdwr sectors (1498675 MB)
sdb: Write Protect is off
sdb: Mode Sense: 1f 00 00 08
SCSI device sdb: drive cache: write back
sdb: unknown partition table
sd 0:2:1:0: Attached scsi disk sdb
sd 0:2:1:0: Attached scsi generic sg3 type 0
The drive showed up right way, cool. 8-)