1. Install
First search 'dock' in Ubuntu software center, find GLX-Dock and install it.
2. Add system launcher
Click the 'Application menu', it will list the system applications, then drag the icon of app in to docky, done.
3. Add custom application launcher
Right click the docky->Add->Custom launcher.
Fill in the launcher name, find an icon for it, then fill in the command to run when click that icon in docky, here you must fill in the command that can launcher your application, you can first try the application in terminal to see if it works. For me , as an example, want to launch eclipse, then I open the terminal, run './program/eclipse/eclipse', then the eclipse start. Paste the command to the command area, then apply the change, close the config window. Now you will see an eclipse icon in docky, and when you click it, eclipse start.