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The PCIe connector is only present if the computer came factory configured with any sort of flash storage (SSD or fusion drive). Otherwise, the cable, the connector, the bracket, and the 2 screws are all missing. The fusion drive is essentially a disk drive plus a small capacity SSD blade which the OS recognizes as a combined drive. Fortunately, if you didn’t have an SSD before, you can easily buy the connector cable part on the internet. The bracket and screws are not necessary.
Pre-formatting is not necessary if you make a USB boot installation drive with macOS installer. During boot up, hold down the option key until the mac boot into the USB, formatting can then be done using disk utility running off the USB drive.