The Dock was built by Mortals in order to leave and arrive at the Island more easily. Now a days this is how most Psy-Humans arrive on Wizard Island, but Mortal tour boats do still come by. This is often where you will see new arrivals. This is also where you can leave the Island to visit surrounding places.
From here, you can head onto The Trail, or take a boat out to the Outer Dock.