Hi Since you are a beginner, I would recommend installing Rasa in your system and then give it a go and then move towards Docker side of Rasa.
To Begin with you can try Rasa boiler plate code and get a good understanding of all the files and action server
You can take a look at this Rasa boilerplate code
Also the warning are mostly for Deprecations which is due to some libraries set to deprecated. For the Rasa Warning check the epochs in config.yml for the correct value to set for epochs
Rest You’ll learn more about these warnings and errors as you continue learning, All the best