The board has two M.2 slots (1 x Ultra M.2 & 1 x regular M.2).
The Ultra M.2 slot supports only M.2 PCIe (NVMe) SSDs.
The regular M.2 slot supports only M.2 SATA SSDs.
The SSD you have bought is SATA type, so will only work in the regular M.2 slot.
So please check which M.2 slot you have used.