Im building a new rig and going to put a m2 ssd in. I see these just clip onto mobo
1/ is it possible to install windows straight onto it from the dvd like I could with old ssd?
2/ do I have to worry about temps?
I've recently replaced my SSD with a M.2 and I had to do a BIOS update on my MB, I would check 1st but to be sure I would:-
Download the latest BIOS update for your board.
Create a Windows install USB rather than DVD as some sata ports are disabled when using the M.2 slot (if your optical drive is plugged into one you won't be able to use it).
Do a test by removing all sata cables attached to mb, connect the M.2 drive and then check in the BIOS that it is seen (if not you can update the BIOS and then check again).
I've heard that M.2 drives run hot and people have stuck RAM coolers to them but I've kept an eye on mine since I installed it and the temps aren't bad, if you have good airflow in your case there shouldn't be anything to worry about.