The XPS 15, like many thin-and-lights, lacks a dedicated Ethernet (RJ45) port. Given that sometimes an Ethernet cable is the only connection option handy....
Few if any third-party USB Ethernet adapters will support PXE booting because PXE requires that the system BIOS support the exact USB to Ethernet adapter you're using. Therefore if you require this functionality, your most reliable option is to purchase the USB to Ethernet adapter sold in the accessories list while ordering the system. As of this writing, Dell's unit unfortunately is only USB 2.0, so it will not deliver ideal performance during regular usage, but it is the only surefire option for achieving PXE.
Ethernet Adapters (USB 3.0)Edit
USB 3.0 should be able to handle your full Internet bandwidth without bottlenecking. Expect to pay US$20 - US$30 on Amazon for the models earning 4.5 star ratings. The StarTech USB31000SPTB (sold on Dell's site at least in the US and also available elsewhere) even includes a passthrough USB 3.0 port so that you do not lose a USB port to your Ethernet adapter while using it.
Ethernet Adapters (USB 2.0)Edit
USB 2.0 will be a bottleneck for your Internet connection for anything beyond 480 Mbps (Megabits per second); as such, most users have recommended paying the extra few bucks to get a USB 3.0 adapter.