Ok, I had to right click the file and select Properties and UNBLOCK. Then I reinstalled and got the Console. (ticked the box). Now I get it. Not much to do, really.
It did come at a cost. The case drive lights are off and the LCD display shows 0 drives, WDSENTINEL- 192.168.1.20, Avail.Capacity 4.67 TB, but the array is fine.
So I did an uninstall, noticed that there were 2 Intel Rapid Storage Technology in Add/Remove and the Console, unistalled and keep the original version 10.5.6.1003 after a reboot, lights are good and drives says 4.