Warning. It looks like that it isn’t true anymore for VPS 2016. See this comment.
For testing purpose, you may want to install a Docker server on an OVH VPS. This short article explain you how to make Docker running on a VPS with an Ubuntu 14.04 system (this may be the same for Debian users).
First of all, as we need to use an official kernel, do not use VPS Classic. Only the VPS Cloud that is running on VMWare let you use another kernel instead of there customized one.