I have Alienware R3 and I am trying to connect a Caldigit Mini Port to the Thunderbolt port. I have latest updates from DELL. The reason I am trying to connect this port is to get another HDMI so I can run two monitors off the Alienware. 

When I plug in the Caldigit  I get "Thunderbolt device functionality might be limited" message. The Caldigit Mini Port is supposed to be plug and play. We tested the device on our newer DELL and it worked fine. 

Is there somewhere I need to enable the Thunderbolt port? I am not very PC savvy but my partner is and he tried  looking in BIOS (amongst many other things) but could not find the solution. Any ideas please?