Technically this is usually just fine, as long as you don't change any Bios settings, while the company M.2 card isn't in the device.
(Changing Bios settings may invalidate the Windows install on the company M.2 and then you will have some explaining to do to the IT guys in the office.)
In some rare cases the company may have configured the laptop in such a way that it will not accept a non-company Windows install. In that case it just won't work (but there is no harm done in trying).
Be careful to fully shutdown (NOT hibernate or sleep) the laptop before changing the M.2 card. You may corrupt the Windows installation of your swap cards with a "sleeping" Windows installation on it.
Please note: your company may have policies that disallow this practice and as they own the laptop it is their rules. You better check first if this won't get you in trouble with your employer.
1Does your company policy / IT department allow this? Seems like a violation of most corporate policies on using their equipment – Eric F – 2019-04-12T13:06:09.957
The policy states company laptops can be used for some personal use but not specifically swapping SSDs in order to get full functionality! – BPN – 2019-04-12T13:09:11.357
I was wondering if there was a way to get my own windows 10 log in on the laptop? But I can't see a way to do this as it goes directly to the works domain. – BPN – 2019-04-12T13:09:45.380
In general when doing something out of the ordinary to a work laptop it is best to ask. Would be a shame to get in trouble for something preventable. – Eric F – 2019-04-12T13:11:53.047