The M.2 (NGFF) slot as well as the miniPCI-E slot offer both PCI-E and USB connectivity, devices can chose which they will use.
For example, most 3G/4G modems will only use the USB port of the mini-PCI-E or M.2 connector, thus you can attach them to any USB port with just a passive adapter as from Link 2.
The adapter in Link 1 is a USB to mSATA controller, basically the same as any external hard drive enclosure, that allows to attach mSATA disks to a USB port.
WiFi cards usually use the PCI-E lanes only, while Combo cards will additionally use USB for Bluetooth and PCI-E for wireless.
To attach a WiFi card to an M.2 slot, you would need an adapter from M.2 to PCI-E, e.g.:
(the 12V supply is most probably not needed
5V supplied by M.2 should also be enough)
Curiously I couldn't find a direct M.2 -> miniPCI-E adapter, so it might be a little cumbersome to add one of these to support miniPCI-E cards: