Add a persistent directory, or symlink to one, (This example uses C:\chocolatey) to survive docker death.
docker build -t chocoserver .
docker run -d -it -p 80:80/tcp -v "c:\chocolatey:c:\tools\chocolatey.server\App_Data\Packages" chocoserver
Browse to http:///chocolatey/Packages to see your empty package list.
Follow https://chocolatey.org/docs/create-packages-quick-start to add new packages.