From what it sounds like, on the motherboard you can see the spot where the AGP slot would be connected, however it's not installed. The reason is because Dell uses alot of the same motherboards for various PC's, some with AGP and some without. You cant go out and buy an AGP slot, since it would require some extreme soldering skills, and most likely you would accidently connect two or more pins together, since they are very closely confined.
If you did somehow get the AGP slot soldered on correctly, most likely your BIOS doesnt support it, so it wont be able to be used.
So if you really need a AGP/PCI-E slot on your motherboard, your going to have to buy a new motherboard.