Docker is a container framework. Basically a recipe for a piece of software or a service. All you have to do is download a docker container image (there's numerous one pre prepared for stuff like qbittorrent or sonarr or jellyfin) and you need to mount (basically reference) your media or configuration directories into the container. By default each container is basically it's own self contained os (like a vm, but much more efficient). This prevents services from stepping over each other and aids composability because if you're interested in something new like bazarr literally all you have to do is pull an image and configure it. There's also something called docker-compose which let's you put all that configuration for your services into a readable yaml file and then you can just move it from machine to machine to setup or transition.

Note. You can use docker on windows but it's much more efficient on actual Linux. Windows just runs a pseudo Linux VM for docker support. The real thing is always better.