I am having the same issue. It looks like the docker guide is missing setting up the Docker file...

edit: I appear to have figured this out. You need to download the Dockerfile from https://raw.githubusercontent.com/LemmyNet/lemmy/main/docker/Dockerfile and save it to $HOME/docker . This should be updated in the documentation...

its actually even easier than that. Just do git clone https://github.com/LemmyNet/lemmy.git, cd into lemmy/docker, make the config changes you need, then run docker-compose up -d

looks like there is already a PR about this: https://github.com/LemmyNet/lemmy/issues/3117