You can just drag the icon of programs to the dock. It automatically creates an alias (Shortcut in Windows terms) in the dock to the Application.
Expose is a feature to all you to quickly show all open windows, all windows of the current program, or quickly view the desktop. It is sometimes handy, as it doesn't actually move the positions, just make the change until you click or deactivate, then returns to how it was before.
TEG