Hi, Baza! First of all welcome to the boards and of course to this great game!
Cannot auto dock with system vessels (Shift D)
You can use your docking computer to dock with other dockable entities like Rock Hermits, other types of stations, Behemoths, Dredgers etc. if you target the ship/station and press "C". Your ship will then go onto autopilot and attempt to get docking clearance. This can take some time, though, especially if you're attempting to dock with another ship! You can abort an attempted docking by pressing "C" again.
It's SHIFT-C with objects other than the main station. It helps to read the manual in the ReadMe-file that comes with the Oolite-Distribution:
c Begin/Abandon automated docking sequence with the system space-station.
During the docking sequence some gentle music is played for your enjoyment,
the s key toggles music on/off (requires docking computers).
D (shift-d) Fast docking (without docking sequence) (requires docking computers).
C (shift-c) Begin/Abandon automated docking sequence with current target
(requires docking computers).
And indeed, instant docking (SHIFT-D) works only with main stations. The ReadMe could admittedly be more clear about this.
And as far as the Advanced Space Compass is concerned: Please be more precise. What do you mean "doesn't work"? Again it's helpful to have a look into the ReadMe:
Advanced Space Compass:
\ Change compass mode (if the advanced space compass is installed).
With an advanced space compass this allows you to move between Planet,
Space-Station, Sun, Target, and Beacon modes
If e.g. your keyboard has no backslash-key (German keyboards for instance don't), then you should assign another key to the Avanced Space Compass by editing the keyconfig.plist that you find in the folder "Config" inside your "AddOns"-folder. See the Oolite Keyboard Controls
-document in the EliteWiki for instructions how to do it.