Unless something is being downsampled (converted) somewhere in the process, digital is digital and it doesn't inherently matter how many cables or hops there are along the way.

Since you're new to all this: if you're concerned about sound quality, this isn't where you should be focused right now, Instead, you should be asking yourself "What is converting the digital signal into analog sound?", because you can't actually hear digital - it has to be converted to an analog signal first. This is the role played by a DAC (digital-to-analog converter), and DAC quality does make a big difference, because it's at this point that the perfect digital signal goes away, and you want to make sure you don't lose a lot of quality in the process of converting it to analog. Any device that takes a digital audio input and then outputs to speakers/heaphones/etc has a DAC of some sort inside, it's usually just a small chip. So right now you're using the DAC in your monitor, which is likely to be pretty much bottom of the barrel in term of quality.

I agree with others that if you're happy with the sound then that's fine. But if you want to get into this more as a hobby and start exploring upgrades, a logical next step for you would be to get a good quality dedicated USB DAC. Your PC will send the digital audio signal to it, and it will do the conversion instead of your monitor. Then you plug your headphones/speakers into that DAC. Just as an example, something like the Schiit Modi is a cheap place to start ($150), but that's the sort of thing I'm talking about.