Nice you found a video that shows you exactly what to do. That NVMe, in the video, didn't have a factory installed heatsink so no obstruction to use the motherboard heatsink.
Yours (copied your image below) has a factory installed heatsink. You would have to remove it to use it correctly with your motherboard heatsink instead. If it's a PITA to remove (or you don't want to risk damaging your SSD trying to remove it) then you could just keep it as-is and not use the motherboard heatsink. The advantage with the motherboard heatsink is it looks to have more mass and also it's longer so more surface area so it will probably perform better.
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