to help clarify for your understanding, even if you got an adapter for PCIe slot, then put the NVMe on the adapter, the reason it can still not work is because of the BIOS.
A motherboard BIOS has to have the support for NVMe drive booting.
from what I can tell, that motherboard does not have support for NVMe drives.
also, NVMe is not worth your money unless you're doing more specific things on your system that would benefit greatly from NVMe such as server stuff where you are always needing to move files to and from drives constantly and getting as much speed as possible is key, or super hardcore video editing with crazy CPU action like a threadripper and you want a drive that can handle being written to as fast as the CPU can handle during encoding so that you aren't limited by write speeds but just CPU performance.
There's a few other cases but pretty much all use cases are high end and not relevant to the general consumer and/or gamer.
There is literally like 2 games that you will see any kind of worth while improvement on loading times for when it comes to NVMe VS. SATA SSD, and one of them is Rust, the other is a game I can't remember the name of.
Other than that, there is like at most 1-2 second difference in loading times between NVMe and SATA SSD in pretty much any game.
And when it comes to general day to day use, you aren't going to see any crazy improvements in drive speed, even for loading Windows.
Especially when it comes down the fact that while the drive may be able to handle all this data read/write action, seeing as how your motherboard is a Z97, that would mean you have at most a 5th gen Intel CPU, and even if you have the most top of the line 5th gen CPU you can get in that system, the CPU won't be able to do things so fast and intense that you'd somehow be able to maximize the NVMe's potential in the smaller use cases that you would see some kind of benefit compared to a standard SATA bases SSD.
And so with that long rant out of the way, I will sum it up to this.
A quality SATA based SSD is more than enough for anything you do on that system. So save your money.
My personal recommendation for a quality drive that doesn't cost too much is the Crucial MX500 series drives.
Hope this information was useful and helpful to you. Take care.