M.2 is merely a form factor, it doesn't affect speed. The internal interface is what affects the speed, be it traditional SATA or PCI Express. Both exist in M.2 form factor. For example Samsung 850/860 are SATA drives, although in both versions of interface, SATA and M.2. Samsung 960 is PCIe drive (with NVMe controller interface) and exists in both M.2 slot and PCIe expansion card.
Do you want it to be bootable ? I.e, your system (windows installed) drive ?
If yes, then I have bad news for you. It's not possible for you generation of board, although I have seen some claim they got it to work, but I do believe those were pre-NVMe PCI-e cards (i.e the first Intel PCI-e SSDs that were not using NVMe controller but were still fast due to PCI interface).
If you want it as files drive, you can get expansion PCI-e card and would still need to modify the bios I believe.
None of that is worth it. Buy regular SATA drive.