Hello, Kwok!
Yes, Walt Disney World's complimentary resort transportation does go to the Dolphin Resort, so you could easily head there from any of the four main parks, the two water parks or from Downtown Disney with no trouble at all.
Getting from one resort to another, however, often takes an additional stop. If you'd like to orient yourself as to where the two properties are in proximity to each other, take a look at this
Walt Disney World road map. You'll see that Disney's Caribbean Beach Resort is very close to Epcot. I suggest that you take a resort bus to Epcot, then go to the bus stop for Swan & Dolphin. There is also a walking path (from the International Gateway, in Epcot's World Showcase, right between England and France) and a boat which lead from Epcot to the Boardwalk area, where you'll find the Dolphin Resort,too (you'll see these Friendship Boats right outside of the that World Showcase exit / entrance to Epcot.)
Disney transportation begins to run approximately one hour prior to park open, so you should be on the bus stop at your resort before 8 a.m. (on days when there is an a.m.. Extra Magic Hour at Epcot, however, those buses will begin to run no later than 7 a.m., so I'd be at the stop well before then if you'd like to be on the first one!) Click on
"Calendar" once on Epcot's webpage for operating hours on the day you'll be there.
Please send more questions as you think of them! I'd love to help!