The only advantage of this method is that it doesn’t show the indicator under the dock icon. (You might not EVER want an indicator to show for the switcher.)
You first need to find the shortcut.
%systemdrive%\Users\Default\AppData\Roaming\Microsoft\Internet Explorer\Quick Launch
Now click on your Start button, and paste it into the Search bar. Hit Enter.
That should find you a shortcut to the Window Switcher. It will be a file called "Switch between windows".
Copy it to your desktop.
Now drag it to your dock.
Apply your icon of choice.