The Sigma dock only works with select Sigma lenses. The lens needs to have the needed firmware to respond to the commands sent by the dock. Even Sigma lenses that are not part of their 'Global Vision' selection (ART, Sports, Contemporary) can not be calibrated using the Sigma USB dock.

So how i.e. does Sony 100mm lens for E-mount is calibrated? Is is still old-way that we have to send it to 'service' and they do have laboratory, draw lines on sheets of paper etc., and do the adjustments with screwdriver?

Since all Sony E-mount cameras are mirrorless, there's not much need for the type of calibration done by Sigma's dock for lenses used with reflex cameras that have a separate PDAF sensor. Because mirrorless cameras use the main imaging sensor to do contrast detection autofocusing, there should be no focusing errors attributable to different optical distances between the AF sensor and the imaging sensor. After all, it's the same sensor used for both.

If a Sony E-mount lens is not focusing properly with an E-mount camera, the issue is beyond the scope of what the Sigma dock allows the end user to do with certain Sigma lenses. So yes, one would need to send the lens to an authorized Sony service center and have it checked out. How they do that is probably a bit more sophisticated than "draw lines on sheets of paper etc., and do the adjustments with screwdriver?"