XPS 8940, which memory slots should I use?

it is better to upgrade to 2x8 GB or 2x16 GB matched memory sticks to attain dual channel.  the two matched sticks should be in white color slots.

Here is the memory specifications for your system https://www.dell.com/support/manuals/en-us/xps-8940-desktop/xps-8940-setup-and-specifications/memory?guid=guid-e9d2ea83-38a4-431d-803c-96d63c1dbc34&lang=en-us

You can get compatible memory from third party seller as well.  Many users favored the compatibility and warranty service from Crucial.

While the right procedure is to install memory in pair on the same color DIMM slots, you can add the new memory module to the next slot of opposite color to your existing module.  Dell system is very picky when mixing different types of memory and the result may vary.  A higher speed memory will be downclocked to the lowest speed, same as the module being used.