Don't bother, the Maximus Viii hero does not support it, as Squaker mentioned in his "Disappointing Hero thread"
Like Squaker I am also very disappointed, I have wasted days thinking it was me mis-configuring something. I saw the Asus ROG guide on how to do it, and must admit it was my fault for assuming an almost £200 board from the same range would have this feature. In short I RMA'd my M8H this morning and have purchased the identically featured identically priced Gigabyte GA-Z170X-Gaming 7 motherboard.
I say identically featured but I missed the fact that the Gigabyte board has two independent PCIe 4X M.2 sockets, AND supports raiding them at full speed.
Also, no need to buy the Hyper M.2 X4 Mini adapter, making the Gigabyte £30 cheaper.
Amazingly the much cheaper Asus Z170 A also supports this, it does not make sense.
For me I have gone full circle, I was a massive Gigabyte fan back in the day, I switched to Asus for the P5B deluxe many years ago as they were offering a bit more for the money. Oh how the tables have turned.