When I pull out one off the disks, open-e says 'degraded'.
That's ok, but how to rebuild? It doesn't start automatically.
And I can't find anything in manual / forum and web interface.
I'm using software raid, with 4 disks in raid 5 (no hotspare disks)
Try adding new drive and mark this as a S - Spare or spare rebuilding - this means that unit is free and can be added to the array or is free and currently can be used for rebuilding. Do you know which drive was failed (identified by the Serial number from the S/W RAID menu) to make sure you have replaced the correct drive.