Connecting devices using Fiber Optic - advice

Hello, I’m newbie in connecting devices using fiber optic. I would like to connect my Dell R720 (qlogic 10gbe 2p qle8262 adapter) with SG500-28 using SFP+ ports.

Can you suggest me what transceivers should I use and it would be better to know what to check to choose good one next time?

Also can you confirm me if in this connection the Speed will be reduced to 1Gbps bc of only these ports on Fortigate or it will allow the 10Gbps on all devices connected within CISCO switch?

Thanks in advance and sorry for stupid question but my IT master is on hold for 2 weeks.

If you are connecting over short distance, use a DAC cable such as these but what is not clear is how you are converting / connecting from SFP to Fortinet.