M.2, formerly known as the Next Generation Form Factor (NGFF), is a specification for internally mounted computer expansion cards and associated connectors. M.2 replaces the mSATA standard, which uses the PCI Express Mini Card physical card layout and connectors.
The M.2 socket in the Helios64 board does NOT support the USB modem, because the USB modem require the SIM Card connection and another signal. (The GSM Pin is NOT connected in the Helios64 board)