I have an M920 SFF, i7-8xxx 32GB RAM, came with 256gb SSD already installed and used as the boot drive (C) for Windows 10 Pro.

It was a special price deal ($300 off), even with a 256gb SSD which is smaller than I really need.   I took the deal and figured I will add a second drive once I get the computer.     

Opening the computer, I see it has the primary boot drive (SSD) occupying a slot, and a network card occupying the second slot, seems like adding a second drive would have to be either SATA, or using one of the two PCIe slots.    I bought a 500GB Crucial P1 NVMe M.2 SSD,

https://www.amazon.ca/gp/product/B07J2WBKXF/ref=ppx_yo_dt_b_asin_title_o07_s00?ie=UTF8&psc=1

and put it into a NVMe-to-PCIe adapter,  this is the one I bought

https://www.amazon.ca/gp/product/B07C6D1W2N/ref=ppx_yo_dt_b_asin_title_o08_s00?ie=UTF8&psc=1 

Then I tried inserting it into one of the 2 slots, the PC didn't recognize it, then tried the other slot, also wasn't recognized.   So is this method of installing the SSD (even as a secondary non-booting drive) not supported.  Do I need to configure the BIOS or need other drivers?

The M920s SFF motherboard has two x16 PCIe slots, and one x1 PCIe slot. You can't install an x4 SSD in an x1 slot.

Normally an M.2 NVMe SSD would be installed in the official M.2 slot (off the lower-right corner of the motherboard, i.e. item (18) in the picture below):

From the factory, an installed M.2 NVMe SSD drive would be supported by a factory provided M.2 SSD kit adapter bracket, part 4XF0P01011. If you didn't receive that configuration then that's the part you should buy in order to install your Crucial M.2 NVMe drive using the official M.2 connector on the motherboard.  It is an x4 PCIe connector, just not via a PCie slot.  It absolutely is where the machine is able to boot from.

You should be able to install your PCIe-to-M.2 adapter card in either of the two available x16 slots. It requires x4 speed, which will only work in the x16 slots of your motherboard or the official M.2 motherboard connector (18) in the diagram above.  And you need the M.2 SSD kit for the plastic mounting bracket that will snap into the matching notches on the metal chassis at that corner of the motherboard in order to support the off-board projection of the M.2 card.

EDIT: corrected screenshot to show M920s SFF motherboard, and comments

Unless you've already used your x16 PCIe slot for a discrete graphics card, that x16 slot should still be available. And you can install the x4 PCIe-to-M.2 adapter card in that x16 slot.  The slot and card will "negotiate" the x4 speed and you should have your problem solved.  You can also use the second x16 slot (which shows "x4 negotiable" in the screenshot)

The x4 card cannot be installed in either of the remaining two x1 slots.

Of course if you've already got an x16 graphics card in the x16 slot, then you can't do what you want.  However you still can add a 2.5" SATA3 SSD in the available drive bays.  You'd just need a SATA3 data cable (connecting to an open SATA controller connector on the motherboard, i.e. (13, 14, 15, 17) in the earlier motherboard screenshot ) as well as a SATA3 power cable (connecting to an open 4-pin SATA power connector on the motherboard, i.e. (10, 11) in the earlier motherboard screenshot).  If the drive bay doesn't already have an empty 2.5" mounting bracket pre-installed in the bay (to hold the drive, snapping it into the bay) you will need to buy one of these.

Note that naturally a SATA3 SSD is not nearly as fast as an M.2 PCIe NVMe SSD.  But it is still significantly faster than a SATA3 HDD spinner, if you're just looking for additional storage capacity at a reasonable price and which CAN be installed in your M920s. 

EDIT: corrected comments to refer to updated earlier M920s SFF motherboard screenshot

About the PCIe slot, #19 on the diagram.... my M920F SFF has 2 of those. None of them are currently in use,  I wasn't planning on adding any PCIe graphics card, although I now know that if I add an M.2 SSD to one of the PCIe slots (via an adapter), I still have the other one!

My problem right now is there doesn't seem to be any "negotiation" between the PCIe x16 slot and the x4 adapter (to which the M.2 SSD is attached). 

https://www.amazon.ca/gp/product/B07C6D1W2N/ref=ppx_yo_dt_b_asin_title_o08_s00?ie=UTF8&psc=1

This sounds like a stupid question..... How do I get them to negotiate?   Do I need to "tell" the BIOS, or force this process to start?    Right now the setting in the BIOS for the PCIe slot is "auto".  And once negotiation is "successful", I still  have to do the configuring/formatting/drive assignment in Windows, correct?   I am not using this drive as C,  I am planning to use it as D.

My mistake. Somehow the motherboard screenshot I posted previously wasn't for the M920s SFF machine. I think it was for the "tiny".

Anyway, I've now edited my previous posts to now show the correct motherboard and annotations.  You're correct, there are two x16 slots and one x1 slot. So, in fact, either of the two x16 slots should be usable for installation of that PCIe-to-M2 adapter card.

x16 slot (26) in the [updated] screenshot is described as "x16, negotiable for x4, x1 as well" but as far as I know even the first x16 slot (28) which is described only as "x16" is also "negotiable".  In other words both PCIe x16 slots can handle any x1, x2, x4, x8 or x16 usage.  That means both of these should work just fine.

There are no special drivers required for your adapter card, and simply installing it in either of the two x16 slots should allow it to be used. The hardware should recognize it and the M.2 NVMe SSD card inserted in it.

Is the Crucial SSD inserted properly?  Pushed all the way into the socket and fastened down with a tightening screw?

Does it show up as a drive in Device Manager? It would need to be partitioned (at least one NTFS partition) before being available use, since it doesn't arrive formatted at all.

Does it show up in the BIOS as an available device in the boot sequence?  It should appear there even without being partitioned yet, assuming it's electrically recognized as being present.

Hi again, it worked!!!!!    I took what wasn't negotiable out of the PCIe-M2 adapter, shake it a little bit, reinserted it carefully, and then inserted the whole thing into slot #28.   Booted it up, went into Disk Management, and boom, it's there!!!!!!!!!!    (See photos)   

It shows up as Disk0.    (the current 256 gb that came preinstalled as the boot drive is Disk1)    And then it asked me if I want to choose a partition sytle, either MBR or GPT (with GPT being highlighted already on the dialog.   I let it stay that way because MBR seems like something a user would choose if there is alreadfy a boot drive installed.     Then finally I selected a drive letter.  It wouldn't let me pick D, so I picked X.   

And here's what it looked like inside the M920t SFF.  As you can see, it's slot #28.  Thanks again.

Well done.  Just to be clear, did it not work in slot #26?  (Slot #28 is usually used if there's a graphics card.)

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 wrote:

It shows up as Disk0.    (the current 256 gb that came preinstalled as the boot drive is Disk1)    And then it asked me if I want to choose a partition sytle, either MBR or GPT (with GPT being highlighted already on the dialog.   I let it stay that way because MBR seems like something a user would choose if there is alreadfy a boot drive installed.     Then finally I selected a drive letter.  It wouldn't let me pick D, so I picked X.   

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As @BiggAl says, normally slot #28 would be used for an x16 graphics card.  Assuming you can fit all rest of any other cards you need into the three motherboard expansion slots (and four backplane openings, the fourth of which is a "blank" opening), the second #26 "negotiable" x16 slot would normally be used for secondary cards of either x4 (like yours) or x8.

And ideally you would use the x1 slot for x1 cards, assuming there wasn't a double-wide x16 graphics card in slot #28 that obstructs the x1 slot from being used.  I believe the #28 slot has a higher priority on the PCIe bus than #26.  So if two or three of these slots were used for cards you should put the graphics card in #28 for best performance.  Otherwise, it's not critical to use #26 or #28 for your M.2 adapter card if you don't also have an x16 graphics card to consider.  Both will work.

As far as MBR vs. GPT, either will work for drives containing nothing but "data" partitions.  But for creating a bootable Win10 partition on a drive, on a machine with UEFI BIOS you must use GPT for the drive that holds that partition. So if you ever do have another situation where you need to do first-time-use partitioning on a brand new raw drive, you should just always go with GPT which will always work to hold both Windows and "data" partitions on that drive. And GPT has additional advantages as well.

Aside from MBR vs. GPT and Win10/UEFI considerations, the real difference is that MBR can only support drives 2TB or smaller. MBR does not support a drive larger than 2TB.

Any drive of any size can use GPT.  And specifically for drives larger than 2TB you MUST USE GPT.

Also, GPT supports any number of partitions, whereas MBR only supports four "primary" partitions (with one of those four also usable to sub-divide into multiple "logical" partitions).

Just go with GPT from now on, and keep your life simple.  You will not have to adhere to any special considerations or restrictions.

As far as lettering it to be drive D vs. something else, and as to why you weren't offered D as a usable choice, my guess is that you have an optical CD/DVD drive installed in your machine and it already has drive letter D assigned to it.  Hence why your new second M.2 drive can't be assigned D.  But this isn't a true problem, since you can use DISKMGMT.MSC to change the drive letters of all your drives (other than C) to be whatever you'd like.  You don't have to stick with X.

So, just run DISKMGMT, and first change your CD drive from D to something else (say "O", for "optical").  That will release D.  then change your second M.2 drive from its current "X" back to "D" like you wanted to originally.