Once I boot up from a Linux Mint 18.1 USB I get a 'No audio output device is installed' in Windows 10. The sound will work fine in Linux Mint but after I reboot and go to Windows 10, I'll get the error again and have no sound.
The only temporary solution I found for now was to re-install the BIOS drivers from the Alienware website. That gets rid of the error and I get sound again but once I reboot in Linux Mint, the error will come back again.
I just purchased 2 brand new laptops (Alienware 13 R3) and an Asus ROG GL553VD and the same problem occurs on both systems. It seems that just even a linux boot from a USB messes up something on my system and after that Windows 10 no longer recognizes my sound card.