That laptop is designed to use Hybrid Power. When under heavy load with CPU-intensive and GPU-intensive tasks such as video editing or gaming, the laptop draws power concurrently from both AC adapter and battery. When the battery charge falls below 10%, Hybrid Power is disabled and system performance will drop. If the battery is removed to run on AC adapter alone, or when running on only battery, then in those situations the performance would be reduced. So, if you play demanding games, your performance will be better when it is plugged in so the system can draw power from both the AC adapter and the battery. The system is designed that way, and it won't harm your battery. If this is the first laptop you've bought since several years ago, you may find that the battery wears out sooner than you expect. As a heavy gamer, you'll likely find that you'll need to replace the battery in 18 month to two years.  
I purchased an alienware m15 R7 3 weeks ago. And when I am gaming I put my laptop to charge. Is it okay to do it for a long time though, lets say 4-5 hours a day? If not tell me the maximum limit for how much time my laptop must be plugged in while gaming.  
m15 R7, charging questions