Installing Samsung 960 Evo NVMe to R730

I'm trying to install Samsung 960 Evo NVMe SSD to PowerEdge R730 Rack Server, but I'm confused how to do so.

Should I use an adapter and insert it into a 2.5'' disk bay in front of the server? But then, can I use the NVMe disk at full speed without directly connecting to PCIe?

Or should I open server case and plug inside? (But where?)

I'm not a professional sysadmin. So even if this is a very trivial question, please be gentle : )

Thanks in advance.