Assume you are considering PCIe / NVMe versions of m.2. Support varies based on x2 or x4. Controller operate mode also affects supported configs.
Page 32 of your manual contains this information.
I can answer more specifically, but need to know how many m.2's you plan to install? If only one, install it in the upper slot M2D_32G.
Now refer to the charts. ACHI or RAID The only two you need to be concerned with are the middle ones x2 / x4. then
look across from left to right. If there's a check mark the port is supported when the slot is populated. If there is an "x", that port(s) will be disabled depending on the card you have installed x2 or x4.