Port groups are a part of virtual networking at the ESXi level. I am unsure as to what you mean when you ask whether you need to integrate ESX with UCS. Please define what you mean there, I think that would be a reasonable place to start.
As for failover etc...
There are multiple ways to accomplish this. Failover can be configured at the UCS level with the Enable Failover radio button in the vNIC configuration (this appears to be what you have done.) Alternatively, you can create two vNICs (one for each fabric) that service the same networks/VLANs. Do be cautious when adding vNICs with ESX however, there is a known issue in ESX that can cause re-ordering of the PCI bus.
Failover can also be configured at the ESXi level in several ways but you should NOT configure failover at both the ESX and UCS level as this can create a race condition during a failover event.