Your docker image is old, i.e. from before the introduction of gmshio; Rewrite GMSH interface (#2261) · FEniCS/dolfinx@1b27281 · GitHub
Please pull dolfimx/dolfinx:v0.5.0, dolfinx/lab:v0.5.0
Secondly, the error you get when copying the helper file indicates that you have not used physical groups when defining your Gmsh model.