Your geforce 6200 is an AGP card; it will only fit in an AGP slot. I'm not absolutely sure what "PCI Express x16 / AGP 8X Interface Support", as stated on the web page you cited, means, but I suspect it either means you can use it in a motherboard that has both PCI Express slots and an AGP slot, or that it can be used along with a PCI Express card. But, this does not mean it is SLI-capable. IT IS NOT.
Here's some good info titled
NVIDIA SLI Upgrade Guide. As clearly stated there, SLI "is using [highlight]two PCI-Express video cards [/highlight]in tandem instead of just one."
Concerning the installation of your existing hard drive in this new system you're building, yes, you should format the hard drive and do a fresh install of Windows for best results. You'll receive a disc with the motherboard that will have device drivers for that specific board, and, of course, you'll have to install drivers for the new video card and any other add-on cards. Your hard drive now has drivers for your old motherboard; trying to move the old hard drive over without formatting can get messy. Therefore, it's best to format and reinstall Windows.