Use a supported PCIe SSD.

Your problem is likely due to the hardware not addressing the PCIe x2 interface correctly.

To verify the situation, look in the Rom-Based Setup Utility (RBSU - press F9) bios screen and see if the card is detected. If it does show up, then your issue is at the OS level. Update your server firmware if you haven't already, just to make sure.

The HP ProLiant DL585 G6 was released in 2009. It's old enough that this particular card may not negotiate speeds properly, or simply may not be usable. I would suspect that it be visible and would just drop to x1 speeds, though.

More details about your OS, any error messages and whether the card is known-good would be helpful.

See: Force renegotiation of PCI Express link speed? x2 card reverts to x1 width