Okay, but dolphins don't have writing or any other means of storing arbitrary information. If an alien had that capability, which they will if they are a civilization, things might be very different
Because we would live in a shared reality, if both species were to try to achieve communication, we would start out with something as simple as the basic building blocks of reality, like, say, the elements of the periodic table, to build out the foundation of communication. Then you would incorporate stuff like math and logic, and then it's downhill from there
There are ways to build up a system of communication even though the two sides are as different from each other as they can be, because ultimately, as we share the same reality, we have an objective basis to base our method of communication on. And that's all you need. It doesn't matter if we speak and they use odors, if we can both agree that hydrogen is hydrogen, and we can both perceive that we are in presence of hydrogen