Is the board running the latest BIOS version and does the SSD have the latest firmware? I assume the same SATA port works fine with other drives.... Any jumper settings for your board should be detailed in the product guide which should have come with the board and will be available to download from Intels Support -> Documents page.
Thanks for the response. And wanted to close on this thread.
Yes. I did update the bios on board, it still couldn't see the sata ssd.
Then I figured that in addition to mini sata ii cable (red color) that document said, there is another connection that needs to be made between chassis and the SSD drive. The 1st connection with red wire is between motherboard and ssd drive and second is between chassis and ssd drive and that completes the connection of ssd drive.
Then I did post mortem (after the fact) - it occurred to me that the documentation that came with motherboard had a sheet of paper which showed only red color wire connected between ssd and motherboard. It never mentioned or pointed to the fact that that is not sufficient. Of course, other connection is not concerning d525mw itself, but that was my primary point where I got lost and wasted time figuring why ssd is not showing up in bios.
Now its all rolling and linux humming in it happily. Finally, it was neither motherboard nor ssd issue! May be, a documentation issue