ERROR: Cannot connect to the Docker daemon at unix:///var/run/docker.sock. Is the docker daemon running?

### Product Version

- [ ] Amazon SageMaker Studio Classic
- [X] Amazon SageMaker Studio
- [ ] Issue is not related to SageMaker Studio

### Issue Description

Thanks for your work.

Hi, I follow the document install docker, see https://github.com/aws-samples/amazon-sagemaker-local-mode/blob/main/sagemaker_studio_docker_cli_install/sagemaker-ubuntu-focal-docker-cli-install.sh

And I got error below, please help me thanks.

```
sagemaker-user@default:~$ docker info
Client: Docker Engine - Community
Version: 27.2.1
Context: default
Debug Mode: false
Plugins:
buildx: Docker Buildx (Docker Inc.)
Version: v0.16.2
Path: /usr/libexec/docker/cli-plugins/docker-buildx
compose: Docker Compose (Docker Inc.)
Version: v2.29.2
Path: /usr/libexec/docker/cli-plugins/docker-compose

Server:
ERROR: Cannot connect to the Docker daemon at unix:///var/run/docker.sock. Is the docker daemon running?
errors pretty printing info
sagemaker-user@default:~$ sudo docker info
Client: Docker Engine - Community
Version: 27.2.1
Context: default
Debug Mode: false
Plugins:
buildx: Docker Buildx (Docker Inc.)
Version: v0.16.2
Path: /usr/libexec/docker/cli-plugins/docker-buildx
compose: Docker Compose (Docker Inc.)
Version: v2.29.2
Path: /usr/libexec/docker/cli-plugins/docker-compose

Server:
ERROR: Cannot connect to the Docker daemon at unix:///var/run/docker.sock. Is the docker daemon running?
errors pretty printing info
sagemaker-user@default:~$ uname -a
Linux default 5.10.223-212.873.amzn2.x86_64 #1 SMP Wed Aug 7 16:53:32 UTC 2024 x86_64 x86_64 x86_64 GNU/Linux
```

### Expected Behavior

docker should work

### Observed Behavior

_No response_

### Product Category

JupyterLab

### Feedback Category

Configuration and Setup

### Other Details

_No response_

Start with sagemaker_studio_docker_cli_install/sagemaker-ubuntu-focal-docker-cli-install.sh and reproduce the reported `docker info` and `sudo docker info` commands in Amazon SageMaker Studio. Check how the installation script and Studio environment handle the Docker daemon and socket. Done means the documented setup allows Docker client commands to reach the daemon, or clearly documents the supported limitation and required configuration.

Written by the indexing model from the issue text.