As with all USB devices, all anyone truly needs is a driver for the device in question and, potentially, some software (it depends on whether or not drag-and-drop works in Android). If it's a printer you want, then you need the printer driver for your printer and then your document viewer of choice needs to recognize the printer, but if a printer class device is available the software will generally recognize it. Pointing devices are fairly straight-forward, too. As are mass storage devices (flash/ssd/harddrive/whatever). Etc, etc.
C'mon, guys, this sort of stuff isn't Honeycomb specific, nor is it exclusive to the Transformer. At the deepest level, these are Linux machines and will, with few exceptions, act accordingly. OTOH the driver needs to be an 'Android' driver.
Please note, also, that the two USB connectors on the Dock are strictly for USB Peripherals and are not to be used to connect the Tablet to a host computer (PC or whatever). There is a portion of the '40 pin connector' for communication with a 'Host'.
All the info necessary to verify this is available here on the 'net. You just gotta look....