Once in a while someone will have an issue when their on-board sound is enabled, but from my observations this is not a frequent situation.
I do not choose to disable my on-board sound, and instead sometimes assign it as my Windows Default Audio Device, while assigning the use of my dedicated audio interface to applications like Sonar. Then, the two sets of audio usages do not conflict, and I could play YouTube at the same time I run Sonar, with no trouble.
If I AM running as above, I then have to have either a separate set of speakers for the PC speaker output, OR I split the output from the PC speaker jack and route left and right into 2 inputs of my audio interface. Either way works, but if audio interface inputs are not available then indeed the separate speakers would be the method chosen.
On the other hand, I ALSO have multiple HDTV's that I use for Sonar display monitors, and these have their own built-in speakers, so my usual configuration is to set the Windows Default Audio Device to one of the 2 HDTV's.
So, if you are having conflicts with using your on-board audio, then you may want to disable it and use some other method, but if you are not, then I would recommend one of the above choices.
Good luck,
Bob Bone