How to resolve the issue when Windows 10 Pro OS, pre-installed in my BMAX B1 Mini PC, does not detect M.2 2280 M Key SSD in it?

Question

My new BMAX B1 Mini PC, with pre-installed Microsoft Windows 10 Pro, has a M.2 2280 SSD with M Key Slot in it.

Accordingly, I have purchased and inserted a 256GB Transcend M.2  2280  NVMe PCIe Gen3 x4 SSD in it but the system does not detect it and I can't install said SSD successfully. 

I have tried to access the system's BIOS setup through the following process to find any possibility so as to get said SSD detected there, but instead of taking me to the BIOS setup windows rebooted itself and entered me to the OS system.

So what could be the appropriate method by which I can successfully install said SSD in my said Mini PC?

Relevant images attached below.

Entering the BIOS on a Windows 10 PC:

1. Navigate to settings. 
2. Select Update & security.
3. Select Recovery from the left menu.
4. Click Restart Now under Advanced startup. 
5. Click Troubleshoot.
6. Click Advanced options.
7. Select UEFI Firmware Settings. 
8. Click Restart.

M.2 2280 PCIe M-Key Slot:

Device Manager:

Drives Installed:

Answer 1

Although the M.2 slot in this computer has an M-key, it only supports SATA SSD and does not work with NVME SSD.