We can confirm that most new SSDs need to be formatted in order to function with the host device and its operating system. 

Once the NVMe Drive is installed, please reformat your drive so the Mac can detect it. In order to do so, please follow these steps on a Mac: 

Disk Utility > Select SSD from List > Click Erase > Name the drive > Select APFS or Mac OS Extended as the format and then Erase the drive. 

If you plan on using this SSD on a PC in the future, you will need to format your drive as "EXFAT" so both Windows OS and Mac OS can read the drive upon connection.