There is currently no easy way or stream-lined way to install the Ensembl annotation pipeline locally, therefore I do not recommend to even attempt this as a beginner. This doesn't mean it has to stay like this, Ensembl and EBI have been working on a distributed Ensembl infrastructure within Elixir which involves the EBI, Elixir-Norway and Sweden. Possibly, part of the outcome will be a Docker container that runs the whole annotation pipeline with documentation.
Have a look at the webinar to see if you might be interested in testing it out anyway. If you want I can try to find out more about the current state of the Ensembl Docker images.
In the meantime I recommend to use the MAKER2 pipeline.
Unfortunately, it is unlikely that there will be an installable Ensembl annotation pipeline in a Docker container, or otherwise, in the foreseeable future. The efforts towards distributed Ensembl have mainly focussed on the services, like the genome browser and back-end. That means in summary it is only Ensembl that can run the Ensembl annotation pipeline. Also, the Ensembl annotation pipeline relies heavily on Protein evidence, while in your case you might mostly have RNA-seq evidence. For such, MAKER is more suitable.