If the adapter is working in other machines, it should work with the XE3.  Just check again to be sure it's fully seated in the slot. Which slot did you use (picture can be helpful) and what type of SSD is installed on it?
Dear Dell community.I would like to install a PCIe m2 ssd expansion slot [URL] my Dell Xe3 SFF however when i connect it the computer wont turn on, the power supply will make a clicking noise and not starting. The expansion card works easily in other PC-s so the problem is not with the card.Is there a supported m2 expansion card for this dell PC?
Optiplex Xe3 SFF PCIe m2 adapter