you hold down control while you're clicking. it's basically the same as right click on a mouse, or like Kat was saying, tapping the touchpad with two fingers.

the dock is the grey bar at the bottom of the screen where all your application icons are. you can drag new icons into there and remove icons, and you can also change the location of the dock so it's on the right or left side of the screen by right clicking (or ctrl+click or two finger tap) the line on the dock. and if you click and drag the line, you can make the dock bigger or smaller.