There are twp basic types of drives that will fit in an M2 slot; sata or PCIe (aka NVMe); yours is PCIe. The difference is sata is considered a older legacy technology, while PCIe is the newer technology that replaces the old Bios with something called UEFI. Much of this you don't really need to know. What you do need to know is your ssd needs to be partitioned differently, using a partitioning system called GPT and then formatted as usual. When you are installing windows, the set up allow you to use GBT, which is necessary if you want to boot from your new ssd. Here is a link to make it clearer.
https://www.reneelab.com/mbr-or-gpt.html
There are some important UEFI settings in the BIOS, but the default settings are usually all you need.