If you didn't order the system with an mSATA drive, the daughterboard won't be in the system. Which one you need depends on which model you have - 15R SE refers to one of several models - 5520, 5521, etc. You'll need to find your model number (on the BIOS screen, F2 at powerup) to locate the correct part.
The newer 15R SE models will take a 6G mSATA drive; older ones are 3G.
It is true that you cannot boot a drive mounted in an optical bay adapter.