Simply drag an application from the Finder onto an empty square in a dock and then drag documents onto it as normal. Double-click a docked application to launch it or bring it to the front.
In addition, the docks can contain documents, folders, disks and servers, and there is also an option to display the currently running applications in a special dock.
DragThing also has the ability to store and organise Internet URLs in docks and you can double-click them to open the URL with an appropriate helper application. You can drag URLs into any dock and edit them, and also import and export docks as HTML.