Some of the programs available as web services are also available for download. Look for "download" link on the corresponding website e.g. Haddock ( https://www.bonvinlab.org/software/haddock2.4/download/ ).
Running them locally usually gives you more flexibility and control over the process, but requires more knowledge on your side
For protein-protein docking, have a look at the ranks the different servers achieved in recent years in the CAPRI docking contests:
https://www.capri-docking.org/resources/
(Scroll down to "Performance of docking servers in CAPRI")
Several of the methods will do both protein and small molecule ligand docking. The site also offers links to docking servers and various auxiliary tools for generating conformational ensembles, binding site prediction, clustering of docking poses and re-scoring of docking results.