That is the documentation I started with. It says to install the docker image and test it with the depthai depthai_demo.py script. As I now understand the docker image is based on a "gen2" rewrite which documentation is under [1] and it is API is incompatible with the mentioned depthai. Sadly the gen2 documentation does not mention the docker installation.
Anyway for now I'll just ignore the depthai with the depthai_demo.py script and proceed with the examples and API documentation directly.
[1] https://docs.luxonis.com/projects/api/en/gen2_develop/install/