Difference between onboard audio and dedicated sound card?

[Gimpymoo]

I now have a deecent set of speakers and will soon be getting a pair of Sennheiser HD595 headphones.

Am currently using onboard audio, I am not an audiophile but will I notice a difference with a premium soundcard?

PC is used for games, music and movies.

I assume the answer is yes, but to what degree is a dedicated soundcard better?

Also, will taking the processing away from the CPU increase game performance?

Thanks.

 

[Gimpymoo]

How do you output the sound from the computer to the DAC if not using the onboard Audio?