I recently purchased an ASRock X570M Pro4 which has a m.2 Key E slot for adding Wi-Fi.
What cards are compatible and is an external antenna needed?
We can help with this! The current market has plenty of options for your Key E slot. To start, you can look at last gen Wi-Fi 5 solutions like the Intel 9260 2x2 which will give you Bluetooth 5.0 as well. Another option is the Killer 1535 or 1550 if you can take advantage of 160MHz.
If you plan on updating your router in the next year or so, I'd recommend you pay the extra $10 USD and pickup the Intel AX200 or Killer AX1650 if this motherboard will be used for gaming.
As for the antenna, while you will get decent signal within a few feet without, I would say it's worth it if you can find something you like. I'm honestly surprised your motherboard doesn't come with one.