I created a docker container from my OS X VM Docker host. I created it using the run command and created the container based off the ubuntu:xenial image off do
You don't need to install curl to download the file into Docker container, use ADD command, e.g.
ADD https://raw.githubusercontent.com/Homebrew/install/master/install /tmp
RUN ruby -e /tmp/install
Note: Add above lines to your Dockerfile file.
Another example which installs Azure CLI:
ADD https://aka.ms/InstallAzureCLIDeb /tmp
RUN bash /tmp/InstallAzureCLIDeb