I assume you have a Dell docking station along with a Dell notebook. If you have applied power to the docking station and connected your notebook to it, you are pretty much done. Windows will detect the docking station automatically and there is very little you, as a user, have to do to get it to work.
If the docking station (or the port on the bottom of your notebook) is defective, your notebook will not detect the docking station.
What do you have connected to your docking station? How do you know it isn't working (what symptoms are you experiencing)?