I have an Alienware 17 R4. Does it have Pcie interface to use the newest generation pcie ssd's???

Yes, I also have a 17 R4 and am using the below Samsung 960 NVMe stick.  It is running at PCIe Gen3 x4.

Amazon.com: Samsung 960 EVO Series - 250GB PCIe NVMe - M.2 Internal SSD (MZ-V6E250BW): Computers & Accessories 

I believe both M.2 sockets support PCIe actually, but I can't remember which one I used

 so I can plug one of so I can plug one of these into an SSD Port use it as a boot up Drive?  have you seen a great deal of performance increase?

If you had Windows and main programs on a conventional spinning hard-drive, the move to a M.2 NVMe SSD is going to be like night-and-day ... it will be much faster.
 
If you are moving from a 2.5-inch SATA-3/600 SSD ... it will be a little faster for certain things, but not like above difference. Mainly because SATA-SSD is already pretty fast. However, a M.2 NVMe SSD is about 4-5 times faster, it's just that the perceived speed difference would be a different feeling.

So these sticks plug right into the hard drive port and on boot up they are automatically recognized as primary drive if you have CMOS configured that way?

If you have no other drives in the system, then yes generally should only have to physically install the drive and the machine will see it and present it to the operating system.  If you will have additional drives in the system, you'll need to enter the BIOS and make sure the NVMe stick is the first boot option if you want to install Windows there and have it be your primary system drive.

Also make sure your controller is in AHCI mode in the BIOS, unless you specifically need/want to create a RAID array.

You'll also need to install the Samsung NVMe driver (available from their website) after Windows installation is complete.  The Magician software is optional but useful.

Performance wise, going from SATA SSD to NVMe SSD is a much smaller jump than a spinning disk drive to a SATA SSD, but it is noticeable to me and definitely impressively fast.

I watched a couple of videos and had no idea there are two ssd stick ports available. I ordered the recovery media flash drive and will decide whether to go m.2 route or 1tb classic ssd route. This is my first really good computer and the stock primary drive space ain't cuttin it. Thanks

Shows you how inept and out of touch I am. I did a disk management search and found I already have a SANDISK X400 128GB M.2 2280 as a primary drive.... So I am already reaping the benefits of a M.2 drive. There are two slots so I will probably upgrade to a larger drive and move that one over to the other slot.

I love this computer. I play X-plane 10 and can move all sliders to the max and the video is great. Looking forward to other games.

Getting older has it's hazards...... like memory...... lol

No worries!  Bear in mind that M.2 is just the physical form factor; M.2 SSDs come in both SATA and NMVe flavors.  If/when you do look to upgrade, your 17 R4 will support the faster NVMe drives!  The performance difference here is just much smaller than between a SATA spinning disk and SATA SSD - but still noticeable.

Your Sandisk X400 is SATA, not NVMe.  I would not suggest running out and replacing it just for the performance boost though.  If/when you feel like you need more storage space, it would be worthwhile to consider replacing it outright with a large NMVe stick instead of just adding an additional drive - you'll get the most benefit when having the operating system live and work on the fastest storage possible, much more so than when using one as just a storage or games drive.

Thank you this is what I needed to know I was confused if we could use nvme because I watched a video in YouTube and the guy said no. But these slots support sata and nvme so I'm going to go nvme for data  thanks