It's pretty much plug and play from what I remember, There could be something required to change in the BIOS but i would have to try and remember. The only issue is that the MXM slot provides constant power when the adapter is installed, even when power is removed so if you have the adapter installed then it will draw power. If you have the mains power turned off then the battery will drain. If you have the power on then the NVMe will log usage hours. You need to keep it unplugged and the battery removed when you're not using it. It's not much of an issue with the M18x as the battery is so easy to remove. It's a pain on the Alienware 18 though.
Finding the adapter can also be a challenge, I think Aliexpress could be the only place these days.