I've read on here that for optimal audio quality, the laptop should be at 100%, and volume should be controlled by the Amp.
My HRT Music streamer automatically sets my laptop volume at 100%, but when I use my E10/E9, I usually have my laptop volume about half way (because I don't really care). Test it out for yourself and see if you notice any difference.
As for gain, test it out as well and see which you like better. That's the name of the game when it comes to audio. My preference: I leave mine on low, and would switch to high if I needed added volume from a demanding can.