I have recently acquired a couple Intel 750 NVMe U.2 Drives to play around with. In order to utilize these drives you need to source a SuperMicro AOC-SLG3-2E4 NVMe PCIe card or similar variant. I good write up on the HBAs available is from our good friends at ServerTheHome.
In my VMware Server, I have passed through the two NVMe drives into a Windows 2016 VM. From there we launch Disk Management, and below we see the two drives.
For our testing we want the raw speed at first, so we right click on a drive and select “New Striped Volume”. If we want redundancy we would choose a Mirrored Volume. If we just wanted the combined storage of the two drives to appear to the OS as one drive, we would chose Spanned Volume.
For there we make sure both our drives are selected.
We assign the drive a letter, tell the OS to format the drive, give it a name if we wish, and click Finish.
We will get a warming, as the OS will convert the Disk from basic to dynamic. 
A note, if you receive an error message stating that there is not enough space on the drive, be sure you have the same Disk Type before you start and that the same amount of space is available on each drive. For myself one drive was GPT and the other was Basic, resulting in a slight mismatch of drive space. Once both drives were set to GPT, the drive space was the same and the mirrored operation could continue.
The drives will format and then appear once completed.
Once formatted we can run some benchmarks against the hardware.
In a RAID0 essentially this is what we expect to see, double the Reads and double the Writes.
The ATTO Results are also as expected. There is some ludicrous speeds here, but you need an application that needs and can take advantage of these speeds.
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