It is a good idea to use a separate PCI sound card, since any integrated sound card will suffer from a couple of factors. First and foremost, obsolescence. Almost by definition an integrated soundcard will not be the latest and greatest. The second is failure. If an integrated component fails, it can often drag the whole system kicking and screaming with it. Usually, an integrated sound chip can be disabled, but this often requires a moderate to high degree of savvy.

As for what a computer sound card is, most of them consist of several components:

They also have connectors, some more than others. The average integrated card has only four connectors. A MIDI/Gameport, a Front L/R, a rear L/R, and a microphone connector. Some of the better sound cards feature S/PDIF jacks, and separate Line In and microphone connetors.