More and more Linux distributions are adding the necessary facilities for full support of Secure Boot. That can include include configuring Secure Boot with a custom certificate, and signing third-party modules using that certificate when installed using the distribution's standard procedure. If the provider of the third-party modules provides pre-signed modules, it might also be possible to add the public certificate of that module provider to the kernel's whitelist.
If all the necessary facilities for handling Secure Boot are not yet in place in a particular Linux distribution, then disabling Secure Boot may be necessary to either allow the use of third-party kernel modules, or the use of that Linux distribution altogether.
KDE Neon is apparently an Ubuntu-based Linux distribution, and so it has the same Secure Boot facilities as the corresponding version of Ubuntu Linux. Personally I don't use Ubuntu, but I understand they've spent a lot of effort to integrate Secure Boot to the standard installation process and to make it as user-friendly as possible.
Note that Secure Boot for Third Party drivers may require a more complex configuration than just Secure Boot, but it seems the installer might be programmed to cover both cases.
Bottom line: assuming that everything works as it should, it is certainly possible that the installer can make the proper preparations to support Secure Boot with third-party drivers.
But if you encounter problems, be aware that some of them may be caused by Secure Boot-related UEFI firmware bugs or limitations of Dell's particular implementation of Secure Boot. In that case, you may have to look for the option to disable Secure Boot in the system's firmware settings (commonly called "BIOS settings", but Secure Boot requires UEFI, and UEFI is not a traditional BIOS).
If you want to understand what is happening in more detail, this webpage might be helpful, although it is not about Ubuntu-style distributions specifically.
