Welcome to the forum!
Do you mean the Swatches dialog? It can be docked, but sometimes it's tricky to do the docking. Let me make a screenshot.....
Ok, sorry for my ugly Windows theme color (it's easy on my eyes). Please place your mouse in the area indicated by the green rectangle, which is labelled "1". Press the mouse button and hold it while you drag it over to the other green rectangle area which is labelled "2", then release the mouse.
When you first put your mouse in rectangle #1, you'll see the MS finger icon. But when you press the mouse button, it changes to the 4 way arrows icon. It stays the 4 way arrows until you put it in the 2nd rectangle and release the mouse. Then, the dialog will show up docked.
Let us know if you still can't make it work. There might be an option you need to change somewhere.
