The Dock is Apple's Taskbar. That's the translucent toolbar.
When on the side, the top includes both shortcuts to applications and open applications.
The bottom includes folders, minimized windows, the trash can (similar to the Windows recycle bin), hard drive and SD and network volumes, and documents all in shortcut format.
When the Dock is along the bottom of the screen, the right side is used for the same as the bottom on the sidescreen, and the left side is used for the same the top on the side of the screen.
Mission control allows you to hold spaces that hold applications in their own space. That's managed through the System Preferences.
Unlike Windows, there is no "folder" that manages all the icons of the Dock. There are other file management systems that can do this on the Mac, but Mac OS X has never been designed this way.
There are also third party Dock management system preference panels you can download that allow you to edit what shows on the Dock as well from applications stored in other locations.
What functionality of Windows Taskbar are you missing?