You can certainly start with the output jack on your XFi to your tube amp. You will need a connector with the mini-jack on one end, and a pair of RCA jacks on the other end. One can find some nice custom produced ones, or a cheap one at radio-shack.
If you are unhappy with this sound, you could consider an external DAC, which converts the digital music on your computer to analog for your amp to use. A DAC can be had with any combination of USB or SPDIF inputs. Your computer has USB ports, and hooking up a USB DAC is pretty easy, getting the "best" output is a bit harder question. Most XFi cards will put out an SPDIF signal with either optical or digital ports, which will go directly to the DAC.
Set up your XFi card to your amp now. You will need quite a while of reading the threads here in this forum about DACs, USB DACs, and the software shenanigans required to get "bit-perfect" output to your DAC.
Sorry to muddy the waters, no simple answers to your questions. (other than yes, you can listen right from your XFi) External DACs take some fortitude for picking one, paying for one, and configuring your system for using one. I love mine, and most folks here migrate to one as their system improves. With quality headphones, and amp, you will definately tell a big quality difference between your XFi, and a quality external DAC run properly.