Two commands:
docker run --name my-mongodb --restart unless-stopped -d -p 27017:27017 mongo:4 --replSet rs0
docker run -it --rm --link my-mongodb:mongo mongo:4 mongo --host mongo --eval "rs.initiate()"
PS: Connecting with MongoDB shell version v4.2.0 from Mac to Linux/Docker also works without issues: mongo mongodb://10.x.x.x:27017