SXM is a Nvidia specific alternative to PCIe. “SXM is a high-density form factor for GPUs, enabling better performance and more efficient cooling than traditional PCIe slots.”
NVLink can be used with some PCIe cards and with some SXM cards. Not all NVLink cards require SXM, and not all SXM cards are NVLink compatible.
“NVLink is available in A100 SXM GPUs via HGX A100 server boards and in PCIe GPUs via an NVLink Bridge for up to 2 GPUs.”
If a card is SXM, then it’s not PCIe, and vice versa, but NVLink is separate - it might be SXM/PCIe card that uses NVLink, or one that doesn’t.