In order to template the RadDocking control you have to use Expression Blend. Open the UserControl containing your RadDocking and select it.
Right-click on it and from the context menu select Edit Template -> Edit a Copy. You will be prompted for the name of the style and where to be placed within your application.
If you choose to define the style in Application, it would be available for the entire application. This allows you to define a style only once and then reuse it where needed.
After clicking the OK button, a style with target type RadDocking will be created and the Expression Blend will bring you into editing the control's template.
To learn more about the structure of the RadDocking's template take a look at this topic.