Still need to install Windows otherwise it won't boot. Download Windows 10
https://www.microsoft.com/en-ca/software-download/windows10 and create a USB drive to install from. Download the drivers from ASUS. You may also need to download drivers for the NVME drive but I don't see any listed on Samsung so hopefully not. With the USB drive in the computer hit the ESC button while booting to bring up Boot menu and select the USB stick with Windows 10 and install Windows. When it asks for Product key just leave it blank as Windows should pick this up from the BIOS.
Alternatively you can put the original m.2 SSD back in and boot Windows and at the Start menu type in Recovery and select Create a Recovery drive and use that to install Windows from you will need a 16GB thumbdrive. This way you will keep the ASUS ROG branding but also all the bloatware.
Did you buy PM951 because of the price? You would have been better of with a SM951 or even better a 960 Pro or the cheaper 960 EVO. Personally I would have just kept the one that it came with and saved up for a 960 Pro or atleast an EVO. The reason I say this is because althouth the Read speeds is probably better than the SATAIII m.2 it came with the write speeds are horribly slow. So if it isn't to late to return the one you got I would and just save a bit more money and get yourself the 960 EVO or even better the Pro.