So I got the card that I ordered, plugged it into my computer, went to the BIOS to set the primary video as the integrated card and voila. Now I can use all the video outputs from the integrated card and the discrete card without any issue. In my case, I used two outputs from the integrated card and one HDMI output from the discrete card. Remember to connect the main monitor to the integrated card. Also, I didn't need to disable Secure Boot.
I have a Dell XPS 8940 running the processor i7-11700 without any add-on GPU and it's using the integrated GPU of the CPU which has only two video outputs (HDMI and DP). Now I want to add a new GPU so I have a third video output. My question is can I use the video outputs from the integrated card and the add-on card at the same time and if yes, how can I do that? The reason is I want to use three external monitors. This is the card that I want to add: [URL] Note that I don't want to use the VGA and DVI outputs and that's why I want to use the two outputs from the integrated card. Thanks for your help.  
XPS 8940, using both onboard and discrete GPU