Boinc Manager still notice me that "Some projects require Docker."
But Docker and VirtualBox are incompatible on Windows.
It would be nice to not display the Message if Virtualbox is present.

Agreed. I just ignore it.

You are not right.
Docker is, as far as I'm aware, only used by one project that is staggering along with very little work.
WSL is one way of running a Linux distro in a Windows environment, but does have its own peculiarities when trying to combine with other types of virtualisation. Some people have had a fair degree of success, but they have had to invest a lot of time and effort in getting WSL to play ball with all the projects that support Linux.

1. Docker on Windows requires WSL.
2. When WSL is enabled - VirtualBox starts to fail (actually, it tries to use software virtualization instead of hardware virtualization that is locked by WSL).
3. You need to have either VirtualBox or Docker with WSL installed at the same time, not both.
4. If you want to have Docker installed - use our installer, it's simpler and won't require you to install manually a lot of stuff.

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BOINC maintainer.
For any insight, check my BOINC Development Blog.