The Dock is not a folder.
A mistake made by some Windows people is that it represents the contents of a folder. It is nothing more than a shortcut bar.
If it can't find the origin of the shortcut, it will leave behind a question mark.
If you downloaded an application .dmg file, it is a container file which contains an application or folder, known as a disk image when it mounts, and makes a floppy drive icon. If you eject that floppy drive icon or drag it to the trash, the disk image is no longer open. If you drag the DMG file to the trash it can no longer mount as an image. And if you delete the file from the trash or using the Finder's Delete toolbar, you will have deleted the entire image. So if you didn't copy its contents to your hard drive icon, or applications folder, it is gone until you can download it, or copy it off a different media's source.
And while you can put folders on the dock, it is just a representation of the folder so you can quickly navigate the folder in the Finder, but instead from the Dock through menus and launcher like windows known as Stacks.
So be careful not to delete the actual original the Dock is pointing to, or to locate it to a drive that isn't mounted unless you don't want it available.
Same thing with applications stuck on shared drives. Your network disconnects, the Dock icon will have nowhere to go.
