While replacing user-accessible parts like ssd is generally allowed, breaking a component during the installation or using faulty third-party hardware that directly damages the system will void coverage for that issue. 

No, adding an SSD yourself shouldn't void the whole warranty. If the SSD is a user-replaceable part and you install it carefully, you should be fine.

Just make sure the SSD is actually compatible with your Alienware 16X Aurora before installing it. The main thing to be careful about is physical damage during installation—if you damage the motherboard or connector while doing the upgrade, Dell could deny coverage for that particular damage.

I'd also keep the original SSD somewhere safe in case you ever need to send the laptop in for warranty service.