CONFIG_DRM_XE is not available for thedefaultarchitecture x86.
Result is shown for architecture 64BIT

Intel Xe Graphics

modulename: xe.ko

configname: CONFIG_DRM_XE

Linux Kernel Configuration
└─>Device Drivers
└─>Graphics support
└─>Direct Rendering Manager (XFree86 4.1.0 and higher DRI support)
└─>PCI support
└─>Intel Xe Graphics
In linux kernel since version 4.19.310 (release Date: 2024-03-15)  
Experimental driver for Intel Xe series GPUs

If "M" is selected, the module will be called xe.

source code:
drivers/gpu/drm//xe/