In order to allow overclocking, you must have a "K" CPU - such as the i7-7820HK. You cannot overclock the HQ CPU you have -- not with the Alienware overclocking control, anyway.  
It doesn't give me a option to overclock in the BIOS? Other models have the option to overclock in performance as follows; overclock 1 2 3. All I see is something for the fans and that's it?
15 R3, cannot overclock CPU