I believe the docking station you linked is just standard USB, not type-c thunderbolt. That means it is essentially a USB video adapter. It actually presents itself as an additional display adapter to the system(like adding a low-end video card). Hence it will work with Windows and you will be able to extend your desktop to it but it would not be a good gaming device. It will be somewhat laggy and may have limited refresh options. Fine for productivity and probably OK for Youtube. Hope that makes sense?
A bus station is where a bus stops. A train station is where a train stops. On my desk, I have a work station…