If I connect one monitor to the m15 HDMI out port and another monitor to the m15 mDP out port, and then turn off my notebook display, can I use the notebook as I use my Desktop Aurora R7? Using two monitors? Or do I have to buy a USB Type-C dock?
You can definitely do that. You do not need a dock to run dual external displays. One situation where a dock can be useful is if you want to run your laptop with the display lid closed, because by default, Windows puts the system to sleep when the lid is closed. You can of course disable this, but some people want to be able to put the system to sleep by closing the lid when they're away from their desk and still work with the lid closed when they're at their desk. A dock helps in this situation because it gives you an external Power button for the system, so after it goes to sleep when you close the lid, you can wake it back up by pressing the Power button on the dock. Without the dock, you can't access the system Power button while the lid is closed, and if you open it to access the button, then it will go back to sleep when you close it again. However, external Power buttons are not standardized, so you'd need a Dell dock to do this, and even there, apparently not all Dell systems support the external Power button.
But if you don't care about being able to close the lid (or are willing to set the Lid Close Action to "Do Nothing" in order to avoid this issue), then just connect your displays directly and enjoy your setup.