Adapters work, not all motherboards support nvme booting. Some need bios tweeks to do so. Also its easier if you use operating system with integrated nvme support like win8.1 . here is a guide
http://download.intel.com/support/ssdc/hpssd/sb/nvme_boot_guide_332098001us.pdf
I wouldnt get hopes high, there is some differencee but not that big (in gaming, you are not shuffling enough data to notice it.
Nvme is great for cache drive, Zil etc, really i/o intensive stuff,multiple users acessing data etc oh editing 4 videos, multiple at the time (hehe) and many more but gaming is not one of the things ( I use 6 intel nvme ssds :3x p3700.2x p3600 and a 750 lol). there are better options to spend money if its for gaming only.