XPS is a bit tricky.
Install Dell Realtek driver (download from Dell for your XPS model to be sure). Generic Realtek drivers are known to course troubles on XPS.
Unfortunately, it seems like Dell has forgotten ASIO control panel. Unfortunately, Sonar has no option to request specific ASIO settings itself.
So, set driver mode to "WASAPI exclusive" instead of ASIO.
In case you do not like the sound, Google for moded driver for XPS without Maxaudio processing. I have not tried it myself, but the idea make sense.
For mouse/pads clicking loops, n00b mixing and till some degree playing softsynth with MIDI keyboard, $0.5 build-in audio can be acceptable. For anything else (connecting monitors, guitar/mic, acceptable latency MIDI keyboard playing, even headphone mixing) you will need a real music oriented (USB) audio interface.
For minimum possible troubles with close to the best result, you can jump strait to RME Babyface pro. XPS is not cheapest notebook, music "hobby" is also not cheap in general. But that is most pricey solution, with not so huge set of features.
For more features for the money (if you think you are going to use them), you can look at small Motu units.
If you are not ready to spend such money, everything throw Zoom UAC2 down to Scarlett Solo (Steinberg UR, Audient ID) will work. For $100 you will get good audio quality, reasonable latency and acceptable drivers. For $200-$250 you get more features in addition. But please do not expect a wonder for $1. At least something from audio quality, latency, drivers stability and/or features drop with the price.