There are four M.2 holes designed to mount the heatsink, two close to USB port, and the other two close to the gold fingers :)
Actually, we designed the heatsink as the enclosure and same with VIMs heatsink it support to mount a cooling fan on it.
the M.2/PCIE is on the bottom of the Captain carrier board.
More details will be update on Khadas Webiste soon.
Have fun!