Everything is controlled through the Preference Pane in System Preferences. This is where you customize the buttons. The mini-dock is called a "panel" in the Preference Pane.
You can add applications or scripts (the latter could open a document or go to a URL).
Each colored button has some items by default, but the blue button, in particular, is highly customizable with groups, folders and items within the folders.

On a Mac since 1984.
Currently: 24" M1 iMac, M2 Pro Mac mini with 27" BenQ monitor, M2 Macbook Air, MacOS 14.x; iPhones, iPods (yes, still) and iPads.