If you want to know how to setup Valhalla on your Ubuntu with elevation support, then go ahead with this tutorial. By the end you will have had to prepare your Valhalla setup with all necessary packages and dependencies to finally be able to use Valhalla with elevation support.
If you simply want to run Valhalla within a docker container, then feel free to dive into this tutorial. However, to understand the individual steps being called in the provided Dockerfile please refer to part 1 and 2 of this Valhalla Routing series of tutorials.