To setup a CalDigit docking station so that it works with a Mac laptop, do the following:
Setup instructions are available from CalDigit.com: CalDigit Setup Information
The dock drivers for the USB-C docking station can be downloaded from USB-C dock drivers. Scroll to the USB-C Dock Driver, Software & Manual section and download drivers for your Mac. Note also you can access the manual for the docking station.
It's important to use the USB-C cable that came with the docking station. Even though other USB-C cables may fit, they don't have enough power.
General FAQs (frequently asked questions) are at this link: CalDigit USB-C Dock FAQs