As per the spec sheet: http://www.asrock.com/mb/Intel/B150M%20Pro4S/?cat=Specifications
"Supports NVMe SSD as boot disks"
So, yes, it's bootable.
That adapter will work just fine.
Which OS are you planning on? Windows 10 has native driver support for NVMe, but Windows 7 does not (not sure about 8.
I was thinking Win 7 Pro.
Win10 is an option if Win 7 isn't playing along with the drive.
Quick search brought me to MS article: Update to add native driver support in NVM Express in Windows 7 and Windows Server 2008 R2.https://support.microsoft.com/en-us/kb/2990941
Maybe that helps?
I have very little experience with integrating drivers etc. to Windows installer (WAIK / ADK).