Make sure you have the latest version of "Lifecycle Controller Integration for Microsoft System Center Configuration Manager (DLCI for ConfigMgr)"
Auto Discovery relies on a provisioning server in your network. When the system is powered on it contacts the provisioning server and gets the initial user/password. This also lets the console know there is a system that needs to be configured. At that point the console (SCCM) can setup AD.
For more info on auto-discovery see "Dell Auto-Discovery Network Setup Specification":
Note: vCenter users would use "Dell Management Plug-In for VMware vCenter"