Object Dock Icons are usually zipped .png files.
Extract the contents of the zip-files to a folder and then move the .png (or .ico-files) to your 'My Documents\ObjectDock Library' -folder.
Once this is done, right click on an empty spot on the Dock > click on "Add" > "New Shortcut". Then right-click on this new shortcut (which will look like a big question-mark) and choose "Dock Entry Properties".
In the Menu that will pop-up enter a Title for this new shortcut (e.g Word, if you want to create a shortcut to Microsoft Word), then click the "Browse"-button under 'Link' and browse for the .exe file you want to open with this shortcut (e.g. c:\program files\Microsoft Office\Office11\Winword.exe)
Once this is done, ObjectDock will show the default Icon on the Dock, which is often in a bad resolution or just plain ugly. If you want to change that icon you can click on "change Image". In the panel that pops-up you can now click on "ObjectDock Library" and your downloaded and extracted Icons will show up there. Just pick one and click on "OK", then click on "OK" again on the Dock Entry Properties-Menu and you are all set.
Another simpler way would be to just drag the shortcuts from your start-panel directly onto your dock. I believe it is also possible to drag the .exe-file directly onto the Dock too. You can always change the icon on the dock as described above.