As far as I can tell, the dock appears on either the left/rightmost display (when docked to the side) or on the main display.

What is the "main display"? You can find out by going to settings > displays, where you find a "use as" dropdown that can be set to "mirror", "main display", or "extended display". If you want to move the dock, change the main display. This also affects a few other, smaller things.

I personally put the dock to the side so it doesn't take up precious space (windows don't seem to want to cover the dock if it's at the bottom, even with the setting for that disabled).