A docking bay was an area where starships could offload or receive personnel or cargo.
Docking bays came in various sizes depending where they were located but all had a few commonalities. All docking bays were located at the outer edge of a space station or starbase where doors protected them from space. The docking bay could be entered via an airlock.
A docking bay could contain anything from a shuttlecraft to multiple Galaxy- or Excelsior-class starships. An example of a docking bay was that of the Federation starbase Earth Spacedock. Spacedock, along with Starbase 74, had one of the largest docking bays in the Federation. (Star Trek III: The Search for Spock; TNG: "11001001")
Deep Space 9
Not all docking bays were located within a structure. Deep Space 9 had a total of twelve docking bays of which six were external, called docking pylons. They were used to facilitate large ships which did not fit into the internal docking bays. (DS9: "Visionary")
After Major Kira Nerys was transferred off of DS9, later that year, her departing vessel was docked at Docking Bay 6. A short time later, Sisko departed aboard a vessel docked at Docking Bay 1. (DS9: "The Circle")
Later that year, when Benjamin Sisko discovered Gul Dukat in his quarters, rather than his son Jake, Sisko called Ops to inquire the whereabouts of his son. His call was later returned by Major Kira, explaining that "[Jake]'s with Nog watching the women coming off the Bajoran transport at Docking Bay 1." (DS9: "The Maquis, Part I")
The Romulan transport that visited the station in 2371 was rerouted to Docking Bay 12, so as to avoid conflict with the Klingon freighter that was docked at the station for repairs. (DS9: "Visionary")
Later that year, following the IKS Rotarran's successful rescue mission of the surviving crew of the IKS B'Moth, the Rotarran was cleared to dock at Bay 4. General Martok then requested that the station's personnel "Arrange to have fifteen barrels of bloodwine waiting for us in the airlock so we can celebrate the first victory of the Rotarran over the Jem'Hadar!" (DS9: "Soldiers of the Empire")