NVMe is a standard for storage over PCI express (and later revised to support other transports, but that isn't relavent here).
PCIe is an electrical interface that can be delivered on multiple physical form factors. The best known is the PC expansion slot version but others
Different versions of PCIe are designed to be backwards compatible.
M.2 is a form factor, there are a few variants for different applications, but the variant we are interested in for NVME SSDs is M.2 M key. This can support both PCIe x4 and SATA. M.2 slots on the motherboard will usually support both PCIe and SATA but those on add-in cards will often only support one or the other.
There are also SATA M.2 SSDs. These are usually dual-keyed with notches for both the B and M keys. SATA only M.2 slots will usually use the B key.
M.2 SSDs come in various physical sizes, but by far the most common is the 2280 size. The numbers represent the size in millimeters, 22 millimeters wide and 80 millimeters long.
If your motherboard has a M.2 slot you are usually good to go. You can use a SSD for both boot and storage.
If not, you can still use a NVME SSD for storage by using an adapter card to place it in a regular PCIe slot. However you will probably not be able to boot from it easilly*. There are a few varieties of PCIe to M.2 adapters and you need to be careful what you are buying. I've linked an example of each, but these are only examples, not endorsement of a particular product.
First off are the passive adapters.
- PCIe x4 to single M.2 PCIe. The most obvious adapter, unlikely to cause problems. You also see a variant of these with a second slot for a SATA M.2 drive.
- PCIe x1 to single M.2 PCIe. As above but only a single lane of PCIe is connected. Will limit your performance but if a x1 slot is all you have then it will at least let you use the drive.
- PCI x16 to four M.2 PCIe and PCIe 8x to dual M.2 PCIe "bifurcation" adapters. These will ONLY work in motherboards that support "bifurcation" of the PCIe slot. Many do not. Note that sellers will often misleadingly describe these as "Raid" cards. They are not, any raid functionality must be provided by the motherboard or operating system.
Then there are the active adapters.
- M.2 SATA adapters. These are the same as your typical SATA card, but rather than having SATA ports they have M.2 slots. These will NOT work with NVME SSDs. Like regular SATA cards they will often come with an option rom allowing the card to be booted and often enabling "fakeraid"
- Bridge based cards. The use a PCI express bridge to support multiple PCIe SSDs without the compatibility problems inherent in bifurcation. Like the bifurcation cards I have seen x8 to dual M.2 and x16 to quad M.2 versions. There are also cards that are "oversubscribed" supportin more drives than they have host lanes, for example a massive 21 drives on a PCIe x16 slot
Generally, once you know what to look for it's pretty easy to tell the difference visually between a bifurcation based card, a SATA controller card and a bridge card. A bifurcation card will have little in the way of electronics and will have the M.2 slots directly connected to the PCIe edge connector. A SATA controller card will usually be PCIe x1 and the M.2 slots will usually be B key rather than M key. The bridge chip on a bridge based card will generally be large and obvious.
* For some motherboards it may be possible to modify the BIOS to add a NVMe driver. There also exists a bootloader called "clover" which can be booted off somethin the BIOS does support and then load a driver and continue the boot process from a NVMe SSD.