Please check the following documents as pre-requisites for implementing a failover cluster with live migration.
The general steps from a high level perspective are:
1. Install Windows 2008 R2 and enable Hyper-V role on all failover nodes
2. Install Failover Clustering Feature on all servers which will participate your live migration cluster
3. Validate your configuration with the validation test from Failover Clustering
4. Configure your nodes as member of the failover cluster -> Failover Cluster Deployment Guide
Please be aware that these steps are just high level view and you should be read the documentations which are provide at TechNet otherwise the stability of your cluster is not guaranteed.
If you need to build an R2 cluster on a HP Proliant hardware please check also the document
TIPP : To make sure that you do not run into issues with networking do first configure your Hyper-V networks and then install FC role.