Favourites aren’t shown in the dock

From the screen that you are on, tap on Edit. That will put a + by the apps in the Do Not Include list. Tap on an app that you wish to include in your Favorites. If you have troubles, look at the link I provided you and read the section Choose which apps appear in the Dock.

Are you referring to the dock of the Apple Watch? The setting of Favorites for the Watch dock is handled in the Watch app on the iPhone. You select and order them there.

Once you have setup Favorites, it will show your recent apps as well as the All Apps icon. If you scroll and see another app, it should give you the option to Keep it in Dock. If you do not tap on that, you can swipe and remove it. See the instructions in the Choose which apps appear in the Dock on this page from the Apple Watch User Guide. Open apps on Apple Watch - Apple Support