The connectors are delicate, but they aren't hard to assemble when you start to see how they go on. The connector has a tight little metal rim around a plastic inner piece. You only need to line up the connector to the base port on the modem and apply even pressure it something like a pencil with eraser, or a small wooden dowel. Softish material but not too soft. I've gotten to where I can use my finger, but it takes practice. Taking it off is easiest for me to put small pointed hobby tweezers under the wire as it joins the connector and gently lifting the connector up at an angle from the base. It generally pops off lightly.
That adapter you linked is low powered and may end up not doing too well
thewirelesshaven has the best usb adapter I've ever seen, and personally used:
https://thewirelesshaven.com/shop/pcie-m-2/m-2-ng ... card-slot/