Does Docker image come with Thread Border Router?

Setup, Configuration and Use Beginners
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You need some hardware too for connect to the Thread network.

You can either get an USB Thread dongle (for example the conBee, ZB-1, sonoff MG21 , a lot of the zigbee USB dongles can be flashed to support Tread)

And you need the open thread border router to control it Docker Install  |  OpenThread

See for example here Pairing Matter over Thread devices (Ikea et al). Only HW needed; Conbee II or III how to pair.

You can also consider the https://sonoff.tech/en-nl/products/sonoff-dongle-max-zigbee-thread-poe-dongle-dongle-m that can directly connect to wifi/ethernet (still needs the open thread border router somewhere though)