Depending on the board, you may have a connection available natively. It's not uncommon for supermicro to have slimSAS connectors on their enterprise boards that support a PCIE mode.
You can also purchase simple (passive) interface adapters for M.2 ports that convert to a number of connectors, such as slimSAS, OcuLink, or Mini-SAS HD ports that can carry a PCIE signal--which are used for U.2 drives through cables with the correct connectors on each end.
....Or you can do the easy thing and just get a different M.2 NVME drive?