Installing an NVMe drive takes about two minutes. The parts that catch people are the small screw and what the slot disables.
Before you buy
Check how many M.2 slots the board has and which are free. Check the length supported, almost always 2280, and check the slot accepts NVMe rather than only SATA M.2, which some older boards restrict.
Check the manual for lane sharing. Filling a second or third slot frequently disables SATA ports. Finding that out afterwards means unplugging a working drive.
Fitting it
Power off and switch off at the wall. Remove any heatsink cover over the slot, keeping the screw somewhere it will not roll away.
Remove the plastic film from the underside of the heatsink thermal pad if there is one. It is easy to miss and it insulates rather than conducts.
Slide the drive into the slot at roughly a thirty degree angle. It only goes one way. Press it flat and secure it with the small screw or the retention clip.
Do not overtighten. The screw holds a light component in place and the board threads are fine.
Which slot to use
Boards with several M.2 slots do not treat them equally. The slot nearest the processor is usually wired directly to it and offers the most bandwidth; the others run through the chipset and may be a generation behind.
If you are fitting one drive, use the slot the manual identifies as the primary one. If you are fitting two, put the faster drive in the primary slot and the bulk storage in the secondary.
The manual also states which slots share lanes with SATA ports. This is the specification worth reading before you buy rather than after, because the conflict is not obvious: a drive appears to install correctly and two SATA ports silently stop working.
About the heatsink
Many boards ship with a heatsink over the primary M.2 slot, and many drives now come with one attached. Use one or the other, not both stacked.
For a PCIe 4.0 drive in a case with reasonable airflow, a heatsink is helpful but rarely essential. For PCIe 5.0 drives it matters more, because they run considerably hotter and will reduce their own speed to stay within temperature limits.
A drive that starts fast and slows dramatically during a long file transfer is usually thermal throttling rather than cache exhaustion, and a heatsink fixes it.
Afterwards
A new drive will not appear in the file manager until it has been initialised and formatted. On Windows this is in Disk Management, where the drive shows as unallocated space. Choose GPT rather than MBR when asked; MBR is a legacy format with a 2 TB limit.
If it does not appear in the BIOS at all, check it is fully seated, and check the manual on whether that slot is disabled by another device.
If it appears but performs well below expectation, check which PCIe generation the slot is running at. A PCIe 4.0 drive in a slot negotiated down to PCIe 3.0 delivers roughly half its rated sequential speed, which is usually a lane sharing conflict rather than a fault.
Moving an existing installation
If you are replacing a boot drive rather than adding storage, you have two options. Cloning copies everything across and keeps your installation intact, and drive manufacturers usually provide software for this. A clean installation takes longer but leaves nothing behind.
For a machine that has been running for years and accumulated software you no longer use, a clean installation is generally worth the afternoon. For a recent, tidy installation, cloning is fine.
Either way, keep the old drive intact until you have confirmed the new one boots and your files are present. Do not reformat it the same day.