What music player are you using? Foobar and MediaMonkey have ASIO plug-ins that make installation simpler. Not sure if it's an add-on on Foobar but on MediaMonkey it's automatically there, you just check if it's the selected output.
Yes, that plug-in. It just says that because by now audio drivers aren't problematic, and if you use USB DACs, then you bypass the hardware DSP. It's not so much that it sounds better in all cases, just install it so it bypasses all other drivers and don't worry about installing some new driver thinking it will sound better.
If you want to set up ASIO for all your sound output, not just for foobar, you can get VB audio ASIO bridge (a free utility) and set it up to use your Fiio USB DAC driver. Then everything you play will come through ASIO. You should also get Fidelizer. Depending on how good your equipment is, the pro version may be worth your while.
I noticed a definite improvement with low-buffer ASIO compared to just normal output to the DAC, personally. I noticed a further improvement with fidelizer. I suggest you check it out.