According to the San Diego Zoo, dolphins gain all of their water from the bodies of the fish they eat. Dolphins share this adaptation with some species of land-dwelling desert mammals.
Like other fully aquatic mammals, dolphins require very little water for survival. Their bodies are efficiently designed---unlike land mammals, they have no need to sweat and produce very little urine.
In times of deprivation, many mammals suffer from the effects of dehydration long before they are affected by starvation. Because of dolphins' biology, they are unlikely to ever suffer from dehydration.
Lactating mother dolphins produce a thick, dense milk that is nearly solid; this produces enough to meet the needs of a growing calf without depleting the mother's water reserves.
Some rare species of dolphin, including the Amazon river dolphin, actually live and thrive in freshwater ecosystems. They may drink water while eating or playing.