How to triple boot OCLP, Windows, Linux on 2014 11” Air on a NVMe SSD (non-Apple)

I have an 11” MacBook Air from 2014 and I’d like to install a M.2 NVMe SSD in it and triple boot OCLP, Windows, and Linux (Ubuntu or Zorin).

Are there good tutorials that show me how to install the latest firmware for the SSD so the Air can recognize it, install OCLP, and install Windows and Linux? It’s probably more likely that there are separate tutorials for each of these steps.

Thanks.