There are several different things in the Dock.
Most are simply icons - shortcuts that virtually take up no space.
Some icons in the Dock such as Finder, have a blue dot below them. This means that they are active and are using system resources.
If you open an app and then minimize it, it appears in the dock with a blue dot and is using resources.
Folders in the right-hand side of the dock - Documents, Downloads, etc. use no resources. They are aliases for the real folders. "No" means almost zero, obviously.
The reason Finder always has a blue dot under it is that your desktop is actually a Finder file.
Finder is a bit like Windows Desktop Explorer, except it also provides the GUI desktop.
You will also find that some apps that appear in the Dock such as grab, do not appear on screen. All they have is a menu, top left, when you click on them.
Don't get confused by the new terminology or way things work. I also use Windows, and except for some specifics, many of the differences are cosmetic, although things work faster and more smoothly on a Mac.
There is even a terminal on Macs, not unlike Window's command prompt, but again, terminal is far superior - more powerful and actually exposes what is really running the show, BSD - a Unix-like environment.