this really is a Dell question but tempted to ask the experts @ serverfault.
choosen a Dell powerconnect 8024 10GbE switch. per the spec sheet this has 10GbaseT ports.
"24x 10GBASE-T (10Gb/1Gb/100Mb) with 4x Combo Ports of SFP+ (10Gb/1Gb) or 10GBASE-T"
the HBA on my storage server has 10G CX4 copper ports
Dell does not sell any cables and this adds to my confusion.
from the picture Dell 8024 seems to have RJ-45 type ports on the front panel? my question: is it a RJ-45 + CX4 cable or CX4 + CX4 cable?
There's no such thing as a "10gb Ethernet interface". There are a variety of interfaces and cables, suited to a variety of speeds.
Now as to your question - you seem to be implying you're buying a switch with one type of connection to connect to devices using a different type of connection. This is obviously not going to end well.
You need to speak to Dell (and possibly other suppliers) about something that will support the CX4 connections on your storage server, plus whatever type of connection you propose to use for the rest of the LAN. (It may also turn out cheaper to replace the HBA rather than mix and match). The Dell switch you're currently looking at does not have connections for the CX4 HBA. You can't just put one type of connector at one end of a cable and a different connector on the other end in this kind of situation, there's a bit more going on here than just the type of plug.
You can use a CX4->QSFP+ adapter cable to connect the storage system to one of the 4x combo ports on the Dell for under $100.
Here's a link to compatible Amphenol cables.
Note the image in the product description. This will allow you to keep the HBA currently in the storage system and still be compatible with the majority of 10G-capable switches with SFP+ ports.