You can also drag text URLs into docks. To create a new untitled URL item, select "New URL…" from the File menu.
If you drag multiple items into a dock, it will put the first item in the highlighted empty square, and the other items in subsequent empty squares through the dock.
You can also drag items between docks to move them. If you hold down Option while dragging, a copy will be made of the items instead of moving them. If you drag a dock item into the Finder, an alias file will be created at the location you drag to.