Please post full system specs. If you have windows running, you can run dxdiag.exe and attach the output here.
If you currently have Windows running, you'll need to make sure the drive is formatted to GUID / GPT, the EFI partition needed to be 200MB. Windows default have it at 100MB, so you'll need to expand that too.
Best to start from scratch and wipe the entire drive, creating 2 partitions. Install MacOS first and then Windows, so backup all your apps and data first.
Not all NVMe drives are supported by MacOS, some need patches to work, some just not supported at all, so you need to determine which one you have.