The problem is likely because docker was not installed properly in step 1. A few questions for clarification:
What version of Ubuntu are you using? The installation instructions are specifically for 14.04. If you have a later version, then installing docker is done differently.
Try installing just docker again and look for any errors:
sudo apt-get update
If it installs without error or tells you that it is already installed, then try running that script again:
source /etc/bash_completion.d/docker
If that script fails to run again, then it may no longer be necessary, so you could attempt to complete the installation starting with step 2b.
Please post back with the results so other users can use this if they have similar problems.