Using Docker for Windows, I started HDP successfully with start_sandbox-hdp.ps1 and then, trying to start HDF with start_sandbox-hdf.ps1, I got an error:
Bind for 0.0.0.0:9090 failed: port is already allocated.
Trying to identify the process allocating this port in HDP, I didn't find it. I believe this port is used in HDF for NiFi. I tried to change the port number in start_sandbox-hdf.ps1 and that didn't help.
Thank you very much Jay for the answer. Actually, I did that by replacing -p 9090:9090 by -p 9093:9093 and it worked but for some reason, NiFi doesn't work in HDF (Docker for windows). I'm suspecting it could be because of this port forwarding.