Potentially BIOS support. It *should* be plug & play (ish), but there are potential pitfalls too.
For example, look at the comments section of the Amazon link you posted:
"Already known computer that don't compatible with it is as below:
Lenovo E530,L430,E43,U410, E49, K49
HP 5310M HP H533OM 6910
ASUS N55SF N75 ACPI ASUS A53XI241SV-SL X8dij K53SD
China ui45 EVI4
Haier T68
Acer 4739z"
All of those laptops have the physical mPCIe interface.... but they're not compatible. I would assume that's due to lack of BIOS support