This is entirely dependent on the video hardware. Some laptops video cards can support two external displays while the internal display is active and others cannot.
While the Intel HD 4000 supports 3 displays, according to the docs, it only supports them when used with series 7 chipsets and the specs on this ultrabook say it uses the QS67 which is a series 6 chipset.
So the XPS13 definitely works with 1 external + 1 internal, but maybe it won't work with a second external after all.