That’s because the motherboard does not have a M.2 slot. However, you can get an adapter.
PCIe → M.2
- JacobsParts adapter (link)
- PCIe x4, x8, x16 (cuttable if needed)
- M.2 2230, 2242, 2260, 2280 support
- No PCIe bracket needed for high/low profile
- EZDIY-FAV adapter (link)
- PCIe x4
- M.2 2230, 2242, 2260, 2280, 22110 support
- PCIe bracket for high/low profile
- RIITop adapter (link)
- Heatsink included
- PCIe x4, x8, x16 (cuttable if needed)
- M.2 2230, 2242, 2260, 2280 support
- No PCIe bracket needed for high/low profile
- ULANSeN adapter (link)
- PCIe x4
- M.2 2230, 2242, 2260, 2280 support
- PCIe bracket for high/low profile
- Asus Hyper M.2 x16 adapter (link)
- supports 4x NVMe
- Requires PCIe bifurcation support
- PCIe x16
- M.2 2230, 2242, 2260, 2280, 22110 support
- High profile only
- supports 4x NVMe
I recommend the JacobsParts adapter.