Martagon lilies prefer cooler conditions than most lilies, but easily tolerate heat, even in full sun, although you may find that they go dormant in the late summer in hotter/drier conditions, rather than the fall. As you probably know, they will bloom well even in shade, but the more sun the more flowers and faster build up of plant size. Of course, good drainage is essential. Arabian Night is a nice one, but requires nothing special compare to other martagons.
Especially since you are planting in spring, don't be surprised if nothing emerges above the surface this season. People call it sulking, but really, the bulb just needs to produce a good root system to support top growth, and martagons are just not as vigorous in that respect as other lilies. It will come up next year, then, and be more robust than the growth would have been this year.
Martagons don't grow stem roots of any consequence. All roots are from the base of the bulb, so make sure you have ample fertile soil below the bulb.