I will going to repeat daGUY's solution with extra explanation:
So if you're using your Mac with the external display, you're 'extending' your desktop. That means, those displays are presenting different content, and you may have dock and the menu bar on just one display.
That's say, you want to switch to your Windows machine, and you've switched your display's input to display Windows machine's desktop. Here's the problem, your dock is still on the external display!
Here's why DaGUY suggest you to use mirroring mode, mirroring mode make both displays present the exact same content, which means one dock but displaying at both displays.
Here's a few problem you may run into,
a) Resolution - You want your resolution to match your laptop screen's, and that might be an extra step, and sometimes might not work
b) SO MANY STEPS! - You got to go into System Preferences, click on Displays, and check that checkbox that reads "Mirror Display". Luckily, there's an app for that, here's the link: https://itunes.apple.com/tw/app/id549083868?mt=12
This app will put the option on the menu bar, and make it easier to change resolution, AND, it's free.
I'll upload photos soon.
Here's before mirroring:
Here's after mirroring, and you can see I checked "Mirror Displays" in the menubar, that's the app I mentioned. You can do fine without it, just a few extra clicks:
Please, do comment if you have further questions.
EDIT: Added photos