Call me noob but what is the socket M.2?
How can you connect your SSD HD to it, I mean which cable to use?
It's a special media socket used for some SSDs at the moment, it's been told that it can withstand SSD's speeds up to 10Gb/s.

Correct me if I'm wrong.
M.2 is just the formfactor, devices such as SSDs and WiFi cards can now be built using this form factor.

The interface is somthing else. M.2 can utilize multiple interfaces, such as SATA3, and PCI-e.
I have a Crucial M500 SSD that is compatible with M.2, if I bring a H97 Asus board with this socket, how to connect them?
You can't. To use M.2 you have to get a M.2 SSD, like the HyperX Predator.