Installing ESX server and configuring partitions

The ESX server doesn't have to be connected to the SAN during installation.

It is best if you choose the "Recommended" partitioning and install ESX on a local (RAID) disk. This will partition your boot disk for ESX to operate properly and also leave you with a local VMFS filesystem with the spare room from that disk.

Afterwards, when ESX is up and running you can connect to SAN/NAS and add additional VMFS filesystems for your VMs to sit on.

I would highly encourage taking the default partitioning from the ESX installation.  If you must utilize the SAN storage for the install files, then connect the SAN first.  If you have the space to install the ESX host on the local system do this first.  Once you have ESX built you can then attach your SAN or iSCSI/NFS/NAS device.  After you attach your external storage you can then discover additional storage.  With the additional storage discovered you will then be able to store your VMDK files on the new external storage.  

so when installing new virtual machines it will automatically creates VMFS in the SAN. correct?

After you have installed ESX on the physical server you have to go into the server configuration tab and select storage.  Configure your SAN to be seen there (assumes you have the LUNs configured on the SAN.)  This will create the VMFS.  From then on when you create a new virtual machine it will give you the option of using the SAN LUN or LUNs for the vmdk file.