The R740xd SFF is a mess inside.
There are multiple backplane options and cards that attach to the backplane that all change how they function, with about 12 official supported configurations (including the 3.5", midplane, and rear-bay variants).
Your backplane itself may already support a set number of NVME drives, or even be tri-mode outright, with the correct cards attached and correct expanders connected (Dell calls the PCIE interface cards expanders).
If you don’t want to fuck with it and only have a couple drives to attach, PCIE cards with U.2 mounts are cheap and easy. It’s easy to find single-drive and two-drive cards. Icydock also makes (expensive) cards that turn a PCIE slot into a U.2 drive bay, though hot-swap may not be supported in many cases.
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?