You can add another 2.5" SSD in the system. Up to a 2 TB SSD is compatible.
I'm looking at the XPS 8930 at Costco. It only has a 256G SSD, though. I assume this is what the OS is loaded on? How would I change the OS SSD to at 500GB+ ? Does the 8930 come with its own Windows installation disk so I can do a clean install, or does it only have a recovery option?
My current desktop (2012!) still going but time to update. I've done fresh OS installs several times over the yrs, though, when replacing HDs or cleaning up a buggy system.
You should look at the specs of the XPS 8930 here: https://topics-cdn.dell.com/pdf/xps-8930-desktop_setup-guide_en-us.pdf There are 4 SATA ports for HDDs, SSDs, and DVDs and a M.2 slot for a SSD. The Costco system uses at least 2 SATA ports, one for the HDD and one for the DVD and depending upon the type of SSD either another SATA port or the M.2 slot. Since it is not clear from the Costco description if the 256 GB SSD is a 2.5" SSD or a M.2 SSD you would either have one SATA port and one M.2 slot available or 2 SATA ports available.
There is no limit to the number of SSD, you are only limited by the number of available SATA ports and M.2 slots.
Most likely the OS is loaded on the SSD. If you install a 500 GB SSD you can clone the 256 GB SSD to the 500 GB SSD or you can use Microsoft's Media Creation Tool and create a bootable USB with the latest version of Windows 10. Dell does not supply a Windows installation disk, one is not needed for Windows 10, just use the Media Creation Tool The bootable USB can be used to repair or clean install Windows. There are also other recovery options, for example, you could use Macrium Reflect Free Edition to create an image of your boot drive and then use that image to restore wherever you wish.
My advice is that the 256 GB SSD has more than enough space for the Windows 10 OS. Windows 10 allows apps to be stored on a drive other than the C: drive, therefore use the HDD to store data and apps if you start to run out of space on the SSD. The price of SSDs is falling, so add one if you wish but it is probably not necessary in the beginning.