After reading the other answers (in German) on this article, I can confirm that two displays are manageable by this docking station. One will be connected with HDMI, the other with DVI (white sockets) or you would have to use a DVI-HDMI interface for the second display if it only accepts HDMI.

I don't have a Surface Pro 4, I only have Lenovo, Asus and hp laptops and on all models with a USB3.0 port, this docking station works perfectly. In fact, there is a graphics card in the docking station that supports one display connected via HDMI or DVI, or even two displays (I haven't tested this). This graphics card is added to the laptop's internal graphics card and can be found in the device manager under the name USB3.0 Dual Video Dock.
In addition to the display connections, there are 2 USB 3.0 ports on the front, one of which provides fast charging for smartphones, 4 "normal" USB ports on the back, an RJ-45 socket for fixed Ethernet, a microphone socket and a headphone socket.
Frankly, given that the Surface Pro 4 is running Windows 10 and I've checked for a USB 3.0 port, recognisable by the blue plastic in the socket, I can't see why it wouldn't work.

Thanks for the information

Thanks for the information.