[URL] This lets the dock bypass BIOS secure boot.  Mostly useful for sysadmins in order to troubleshoot remotely. For you it will allow you boot from a USB plugged to the dock.      No, it doesn't make your dock function better.  One suggestion - if your dock is working as desired do not play with the settings, once the functionality is broken, its very hard to troubleshoot.  
This is a question for the community basically for my own interest.  I have the Dell XPS 9510 and have been using the Dell WD19TB docking station for several months now.  The docking station has worked fine and has allowed me to use my laptop as a desktop with a single thunderbolt cable attachment.  The external monitor, bose computer speakers, printer, internet hookup through my router, external dvd reader/writer, and several external hard drives have all operated as expected.  I recently read an article that suggested BIOS changes when operating a Dell docking station with a Dell laptop.  This article suggested that to obtain optimal docking station function that two settings in the BIOS be enabled.  Under the heading Thunderbolt Adapter Configuration in the BIOS it stated that I should enable:  Thunderbolt Adapter Boot Support and Thunderbolt Adapter Preboot Modules.  As a test to see if this changed in any detectible way my dock function I went into the BIOS and enabled these.  After setting each one to enabled a dialog box popped up stating that this could compromise system security by allowing attachments to the dock to operate outside operating system security prohibitions.  I enabled the settings anyway for the purposes of my test.  After rebooting I could detect no changes in how my laptop and dock performed their tasks.  As far as I could tell there was no improvement in function.  So for security reasons I went back into the BIOS and disabled the two settings.  I'm just wondering:  can anyone explain to me what improvements those two settings confer when enabled?  Perhaps there was something subtle that I failed to notice.  As a learning experience, inquiring minds want to know.
Dell XPS 9510 and Dell WD19TB docking station.