Your first step should be to find dolphins to mate with. Aquariums are a bad choice for various reasons such as having to have permission from the owner, no privacy, night visits are impossible etc.
The best place to find dolphins to mate with is usually in the wild. They should have some human contact (as to not be completely unused to humans) but should still be a somewhat low trafficked area for privacy reasons. You should go there a lot so the dolphins get used to your presence, and swim a lot there as well. Slowly encroach upon them every now and again, until eventually you're well acquainted with them. At this point, you should continue this as much as possible and a waiting game will ensue. Eventually, one of the dolphins will get horny and if you're lucky, and they know you well enough, they'll choose you as a mate.
It is important to determine the sex of the dolphin, now. If you can see the underside, look at the naval of the dolphin and go down. The female dolphin will have one continuous slit that contains the anus and the vagina, and on either side of the genital slit will be the mammary slits where the nipple is contained for feeding the calves. The male, however, will have no mammary slits, and the urogenital opening where the penis is contained will be separated from the anus by a bridge of skin. Although that's the best way, If you can't see the bottom of them then you can look at their head. The males will be more stumpy and the females (both head and body) will be more sleek and streamline.
If it's a male, the only thing I know how to do is to masturbate him. I have heard some people say you can give oral, but I've also heard others say it can be deadly due to tail flukes, so it is best in the interest of safety only to masturbate him. I wouldn't try anal either, as though I never have, I heard it can cause peritonitus from the tail flukes they do when experiencing sexual pleasure and the force of ejaculation.
With that aside, here's how to masturbate him.
If his penis is already out, rub it quickly up and down and after a good few tail flukes he'll begin to slow down. This means he's almost finished, and you should change from quickly rubbing to slowly massaging and gently squeezing it. If he still doesn't finish, then just do the process again until he does. Their will be some strength behind it, so be careful as to not get hit.
If his penis isn't out yet, you can gently poke and rub the top end of the urogenital opening and if you do it right his 12-14 inch penis will appear, and from here just repeat the steps above.
Fun fact about the male dolphins penis, they can curl the last 3 inches of it to wrap around and pick up objects 1 inch in diameter. Female dolphins can also pick up objects with their genital slit as well.
If it's a female you have a few options. Being male, you can either mate or masturbate them.
When masturbating, note that the clitoris is located at the top end of the genital slit and is rather visible and prominent when erect. You can poke and rub this, or finger it as well, though note that it is larger than a female human vagina and you may need to use more fingers than usual and make more broad motions. It is for this reason I prefer the first option when it comes to pleasuring female dolphins. You could also technically give oral, but the only problem with this is all members of the dolphin family have powerful tail flukes when experiencing sexual pleasure, and your head and face are bound to get knocked a few times.
As for mating with them you should note that the dolphin will come up to you in most cases. While it is possible to do this open water, it is very difficult and distracting. I'd prefer water that is anywhere from 2-4 feet deep as this is the most comfortable for the dolphin and me in my experience. You may try a few different positions but the best one in my experience is them on their side with their belly facing towards you. From here, you can penetrate. When penetrating there will be multiple chambers that each have doors you'll need to force open, this is because sea water kills dolphin sperm and is how female dolphins keep it out. However, once all the way inside, the doors and walls of these chambers will close down on you and begin manipulating and massaging you inside them. They tug, twist, pull, and gently massage you inside them. Female dolphins have extremely manipulative muscles and are very good at this, and it is for this reason that during sex male dolphins don't pump (too much of a risk for sea water to get in) and instead the females do all the work. So just stay inside them and enjoy the ride!
Note that if you change your mind and start pulling out, female dolphins will often tighten down on you to prevent you from doing so. They like a commitment and probably won't take kindly to their mate walking out on them. If this happens, don't worry, you'll be released when you both finish. Yep, that's right, both! For whatever reason dolphins always synchronize their orgasm to mates, dolphin or human. So unless something really scares them enough to let you go, just focus on finishing if you really want to get out as that's the only way.
Don't worry too much though, you won't last long. Dolphins are extremely intelligent and can detect quivers and even the slightest muscle movements. They can tell when you're about to finish, and estimate how far away you are. They'll then use this knowledge to make calculated decisions on what manipulations they think will get you there the quickest, and are very good at it. I'd say you won't last longer than 2 minutes on average. When you're done, I'd recommend staying there for a little bit. It's a very emotional experience, and it is hard to comprehend but it helps to be there with the dolphins a little longer.
I'd also like to note that in my experience the female orgasm is accompanied by their muscles seizing up or shuddering and in some cases making vocalizations. their reactions to orgasms vary rather greatly, so it really depends on the dolphin, but I feel in most situations you'll know when they've finished.
This isn't very important for mating, as I have said they time their orgasm to yours, but it is useful when giving oral or masturbating as it allows you to know when they've finished.
Now, if the dolphin is in a group they'll be fine if you really want to leave and decide against doing it again (though now that you've tried it I'm sure you won't stop), however, if it is by itself for some reason you need to make mating a habit and do it as often as possible. Dolphins will commit suicide if separated from mates. In a group they could always switch mates, but if they're by themselves they likely don't have this option and you are their only mate. I'd recommend mating as often as possible regardless as it strengthens your bond with them and makes them less likely to leave you for a different mate, but it really is a necessity if they're by themselves.
Something I should probably mention is that you should ensure that the dolphin you're mating with/masturbating is the only horny dolphin in the area. Dolphin orgies can happen and are actually dangerous to be stuck in, as they get very excited and being raped by a male dolphin anally could potentially be deadly as mentioned above. However, you're much more likely to die by being drowned in an event like this, and it is very difficult to escape them. They don't happen often, but with all rare but dangerous things you should still keep note of it. I'll admit it can be hard to tell if there is more than one horny dolphin as the first one you spot will likely have all your attention, but if they get rowdy enough you'll notice. I've never been stuck in one of these myself, and I've only ever seen it happen once, so I can't provide any advice on escaping from one. The only thing I know to do is to just make sure I avoid them all together.
I should also note that If you're in the mood and they aren't then (though I recommend letting them make the first move) you can gently pet them like normal and every so often rub your hand along their genital slit, but if they still aren't interested then be warned you should NEVER try to rape a dolphin. Not only will you likely never see that dolphin again because they're very intelligent and won't forget that, but also because they're so much larger than you. You could never hold one down, so there's no point in trying, and you'll be lucky if they don't decide to kill you.