Hm? Where to start.
"Can i plug a rj45 ethernet on this Mellanox ConnectX-3 CX353A Single Port 40GbE QSFP+ Adaptor ?"
I dont think so. But u could plug a new network card in it, i guess.
"Is this config server is good for UNRAID 6, is there a weak component ?"
What you want to do with unraid? thats the question.. my guess is now for some dockers, plugins, some storage...
So, CPU and RAM are probably overkill (but works ofc), but no storage (u need cache (ssd) and hdds).
The raid controller is only for 8 drives, so if you want to connect more, you need another raid controller.