I am setting up a new hire on an E-1 account (we already own the Office 2010 license), but it keeps asking for the server name, which I cannot find in my Office 365 Admin pages.

You are not going to find your server name, because at any one time, your users can be connected to an assortment of servers.  When you use autodiscover to setup the account, what happens?   Also, you may want to post this to the Office 365 forums,  they would be able to give you better assistance there. 

http://community.office365.com/en-us/default.aspx

• Edited by scottylat2486 10 hours 38 minutes ago
• Proposed as answer by Niko.ChengMicrosoft contingent staff, Moderator 1 hour 20 minutes ago