Christophe,
I still am not sure if you have the HP install optical disc set for the Z600. If you do have a complete set then you are lucky.
It is easy to experiment..... you can use a small 80GB hard drive, or a spare small SSD. Yes, I do have experience with the official HP optical disc sets, and the process has changed over the years. Most recently you get a partition on the HP workstation's boot drive from which you can create "Restore" media (optical discs, but also a thumb drive which is my favorite). You can create this only once from your restore partition, and check to see if you have such a thing on the drive that came with your Z600 if you still have that. Of interest, when you restore you can once again create a single restore set from that.... so you can actually make more than one.
Regarding the HP workstations and what we call "bloatware". HP workstations come with very little you would not want, and it is easy to delete those items via the Programs and Features control panel. This is different from what you would see if you bought a Compaq/HP consumer grade PC. So, don't worry about that. And, do feel free to experiment with the install process.... you can do it over and over to get good at it if you wish. Take notes as you go....
I have a number of the installer sets, and disc 1 often is what I call an "Activator disc" which you start with and it checks to make sure that the workstation matches the installer, and then quickly moves you on to disc 2. That has the W7Pro64 32- or 64-bit install, and yours should have Service Pack 1 on it if it came with your Version 2 Z600. Never install 32-bit, in my opinion, these days. There may be a third optical disc, with supplemental items on it. I generally do not even use that at all. There may be language packs on it that you may want, however.
Hopefully your discs will have clear notation on which one to start with. If they are from HP but not for the Z600 they won't work.