I have the HTC cradle, and the new Dock App came up right away when I docked the phone. I didn't have to do anything special. You can also have it cycle through pictures from your gallery instead of the default ones that were loaded with GB.
There is a small magnet in the HTC dock that tells the phone to go into dock mode. Many aftermarket docks have this magnet, but some don't. If yours does not have it the phone does not know it is in a dock.
I made a shortcut to it using Folders Organizer. I read you also do it with Circle Launcher. You're not missing much though cause there's not many custom settings to it. Mostly just different wallpapers.
My complaint (and I think I have seen a few posts about it), is that after you dock it and then UN-DOCK it, the screen will go into LANDSCAPE mode by themselves. For example, when I go into GoSMS or Handcent it flips to landscape and even if I hold the phone vertically (long ways), it still is in landscape. The same thing happens with Gallery. The home screen is ok, it is just those two apps (that I use frequently), that happens too. I have to restart the phone in order to kick it out of that. But, I use fast boot (menu --> power --> fast boot) to bring the phone up under 15 seconds.
So the new dock app for the Bolt in ICS is nice. You can choose what apps are shown for the three icons in dock mode. The only draw back is that you can manually exit the dock mode when the phone is in the cradle. You could do that in Gingerbread.