Would an HP notebook docking station have its own Ethernet MAC address independent of the internal Ethernet MAC on the laptop itself? I'd test it myself, but the answer decides whether or not we even get one in the first place.
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Since you did not provide specific models, it sounds like this is an architectural question.
For cost reasons, most would use a pass-thru. It is also easier to support. However, there are some reasons a designer might want to provide a new ethernet interface, mostly historical. So, the short answer is: you should ask.
Most don't come with actual adapters in them anymore...almost all are pass through at this point.
See this link for details on most of HP's offerings in this area: http://h18000.www1.hp.com/products/quickspecs/12075_na/12075_na.HTML and here: http://h18000.www1.hp.com/products/quickspecs/13223_div/13223_div.HTML
I think only the NAS 3-in-1 has an actual NIC onboard...the rest pass the signals for audio/video/network/usb through from the laptop.