Open the Cairo-Dock download page. You need to download two DEB packages: cairo-dock, and cairo-dock-plug-ins. Download the latest version of each.
Install the cairo-dock package, and then cairo-dock-plug-ins by double-clicking them.
Launch it from Applications->System Tools->Cairo-Dock. The first time Cairo-Dock is run, it will open the Manage Themes dialog. Select a theme and click OK. The dock will then launch.
Right-click on the dock to access configuration, as well as add and remove launchers.
There’s a documentation page with a lot more information.