The short answer is both yes and no. As others have stated, NO, it will not work directly with a simple swap, however it is possible with the right combination of hardware and software upgrades.
https://forums.macrumors.com/threads/upgrading-2013-2014-macbook-pro-ssd-to-m-2-nvme.2034976/ and https://forums.macrumors.com/threads/pcie-ssds-nvme-ahci.2146725/ have a LOT more information on upgrading the storage to a much more modern NVMe M.2 SSD in terms of compatibility, performance, and energy consumption.
In short, for the 2015 MacBook Pro 15, the OS should be fully upgraded (which includes firmware updates) before swapping out the Apple SSD for an adapter + compatible M.2 NVMe SSD. After the swap, any MacOS High Sierra or later can be installed to and boot from the drive.