Belkin Thunderbolt 2 Express Dock dual Dell U2515H setup
Unless one of the displays is a Thunderbolt display, you cannot connect two displays to a Belkin Thunderbolt Dock (see this question).

As neither of your displays is using Thunderbolt, you have two options:


Connect one display to the dock and one to the MacBook Pro. One end of the cable (going into the dock or MacBook Pro) could be HDMI or Mini DisplayPort and the other end would need to be one of the monitor's connections (see below).
Connect both displays to the MacBook Pro. One end of the cable (going into the MacBook Pro) could be HDMI or Mini DisplayPort and the other end would need to be one of the monitor's connections (see below)


The Dell U2515s have a full selection of connectors - Display Port, Mini DisplayPort, HDMI, etc. so you really can choose which suits you best. It's probably easiest to buy a pair of Mini DisplayPort to Mini DisplayPort cables (which will support both scenarios I described above).

See Apple document HT204154 for a general discussion of Thunderbolt ports and displays.