I want to use my Macbook (early 2010) lid-closed with external monitor, keyboard and mouse. Is it possible to start it lid closed? For example to use it in a Henge Docks station?
If your Mac has been shut down:
You will need to use the power button to start it if it's been shut down completely. Only older Macs like the G3s had a power button on their keyboards, but this was removed – possibly because such a thing was never intended use for USB.
If your Mac was put to sleep:
To wake up a MacBook from sleep and run it in closed clamshell mode, all you need is to press a button on a connected keyboard or mouse to wake it up again.* Obviously, this works immediately (and without setup) for wired devices. For wireless keyboards and mice, you will need to pair them before you put the MacBook to sleep.
Given that you somehow need to control the machine, it's very likely that this will suffice in your case. Additionally, simply connecting a USB device will also do the same – at least in most cases.
* In OS X Lion, even closing the lid is enough, but in your case – with a docking station – you can't attach the external display before you close the lid, so this is not possible here.
If your MB is plugged into a wired network, you can use 'wake on lan' functionality, and I believe there are iPhone apps for this as well.