if your dock is set to bottom, it will usually be on the main screen with the menu bar unless the secondary screen is positioned below the main screen.
if your dock is set to left or right, it goes to the far left or right of either screen depending on the positioning of your displays.
third party apps like onyx allow users to keep their docks on the bottom but positioned all the way to the right or left, this might be your best option depending on your screen positioning.