Sometimes it could help to RTFM, the SMU guide in this case.
The MSA first creates initiators, these are the HBAs inside a host. Now you can group a couple of initiators that belongs to a host (this is new for the MSA2000G4, all previous do only see initiators and call them hosts, but you cannot group them).
So you can now say for example initiator1 and 3 belong to host1, etc ...
So the order is:
- create initiator
-add initiator to host