It won’t snap to anything, and it hides behind Unity so I have to make room for it on the side which is annoying. I’m new so maybe this is intentional.
Bump because I still have no clue how to do this.
I know it is old topic, however I stumbled here with the same problem. Being able to find solution myself after some time, I share it for whoever stumbles here: it is simple - to dock it, simply drag the “Tile Palette” title, not the grey bar next to it. You can drag it to existing windows or edges of screen.
Et voila 
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