Specification:
Intel 6th Gen Core i7-6700HQ Quad Core processors. Up to 1.7x the performance of U Series CPUs
13% Thinner and 15% lighter.
Up to WQHD IPS display.
Corporate ready with docking and vPro.
Up to 32GB DDR4 memory (2 DIMM)
Up to 12 Hours (72WHr)
I/O (Input/Output) Ports: 3 x USB 3.0 RJ45, Mini DisplayPort™, HDMI™, 4-in-1 Card Reader, 3.5 mm Headphone / Microphone Smart Card Reader (optional) Touch Sensor Fingerprint Reader WWAN (optional)
WLAN: Intel® Snowfield Peak vPro™ (8260NGW M) + Bluetooth® 4.1, Intel® Snowfield Peak Wi-Fi 2 x 2 a/c Non-vPro™ (8260NGW MNV) + Bluetooth® 4.1, Broadcom® 2 x 2 a/c + Bluetooth® 4.1

There is no mention in it regarding an M.2 slot or that an M.2 board is even used in any of the model's variants. If you have no need of the ODD you could replace it with a caddy to hold your 1TB HDD for use as the storage drive and insert a SSD as the main drive. On p.72-73 there is a list of SSDs that are used in the various models. Laptop M.2 Compatibility List. Security Lock slot. More Lenovo ThinkPad T460 configurations - 37 laptops. Okay so I bought an M.2 2242 256gb SATA SSD and installed it into the WWAN slot of my t460s. As of right now, it doesn't appear to work.

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First of all, you should prepare an M.2 NGFF 2242 SSD.

1. Removing the battery and bottom case
Unlock and remove the battery.
Remove all screws securing the bottom case.
Pry up the bottom case with a plastic tool.

Lenovo ThinkPad T460P’s bottom case, it is made of magnesium alloy.

2. Upgrade Options
When the bottom case is removed, you can get access to the hard drive, RAM, CMOS battery, wireless card, and cooling system.

Lenovo ThinkPad T460P has two RAM slots. My T460P comes with one 8GB DDR4 RAM.
According to Lenovo website information, the laptop supports up to 32GB DDR4 RAM.

Lenovo T460 M.2 Slot Machine

There is a layer of shock absorption sponge under the hard drive.

The laptop features a 9.5mm 500GB hard drive, and you can replace it with 2.5″ SSD.

The laptop has a WWAN 22*42 NGFF slot. It also supports 2242 NGFF SSD.

Lenovo T460 M.2 Slot Monitor

Install the SSD and tighten the screws.

Turn on the laptop and enter BIOS setup, you can see the SSD is detected successfully.
Now you can install the windows system to the SSD.

Lenovo T460 M.2 Slot Computer

By taking off the backplate, does it void the warranty