The primary structure of a protein refers to its sequence—what the order is of its constituent amino acids. Each of these component parts has a shape to it, influencing the total shape of the protein molecule.
Biological proteins may twist or take a shape with some measure of local regularity to it. Thus some proteins adopt a helical shape. Others exist as strands, and so forth. These shapes make up the secondary structure. Hydrogen-bonding plays a major role in secondary structure.
These helices and other shapes may in turn fold in various ways, giving rise to a globule, for instance. This degree of spatial behavior is termed tertiary structure.
A little more difficult to visualize is quaternary structure. This relates to the spatial arrangement of proteins that form into groups. Perhaps it could be likened, to outer space, which has not only its galaxies, but its galaxy clusters. It is this quaternary shape that is especially relevant in protein docking.

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Molecular Modeling: Docking
Credit: LBNL/NERSC Visualization Group