It is possible to connect SAS HDD to SATA?

Connector is not only connected with food, but where there is a key under SATA, there are guides for the SAS teams, the difference lies in the difference of protocols such as SATA or SCSI commands. Therefore, the update file will not give you anything, the SATA controller is not defined SAS disk.
About connectors and the difference of the protocols can be read here www.bytemag.ru/articles/detail.php?ID=8564

No, just the opposite is possible SATA drive to a SAS controller.

To connect physically possible, there are a lot of connectors and adapters "in both directions". But to work it will not. These adapters are designed for rare gaming motherboard with a SAS controller on Board, whose interface is diluted to the SATA connectors (which violates the standard).

Back to work 99%, SAS controllers support SATA and logic, and SATA devices mechanically compatible connector, and mix SAS and SATA in almost any variations. Strange glitches appear in exclusive versions, e.g. upon connection of 8 identical drives BD-RE for Adaptec 3805 it does not detect all devices.

In the secondary market is full of outdated second-hand SAS controllers with price 50$-100$, Slando/Aukro to help you, the driver usually is at all relevant OS.

Can I modify a file the normal SATA cables to SAS or still it needs a controller or something like that?

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Myself, just yesterday, the clippers have finished a sas cable with power for connecting to the controller. Only positive from the experience and wisdom.
So order the controller and any(!) under it cable.
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PS If all this will feed into firmowa server(Dell, IBM, Hp...) be sure to use the hint "call distributor".