Welcome to the Dell Community @act-reds 

I do not think you can run Linux.

Your Alienware Aurora R11 supports these operating systems:

https://www.dell.com/support/home/en-us/drivers/supportedos/alienware-aurora-r11-desktop?ref=oscompatibility

Best regards,

U2

My recommendation is 

That you install Oracle Virtual Machine 

And make a Virtual Machine 

And use it for your Ubuntu 

As far the Docs show that your PC doesn't support Linux .

@U2CAMEB4ME​ 

So looking at the link you posted it does show Linux int hat drop-down menu.
not sure if the website updated since you last posted that response in 2021.
I am also running Ubuntu on my Alienware Aurora R11 at the moment.