The dolphin show is sold as a full day excursion on Mondays, Wednesdays and Fridays. Pick up time is 10:10. Journey time is approximately one hour.
You can find full info on their website https://www.marineland.es/mallorca/en/
The nearest thing to swimming with the dolphins is this: https://www.marineland.es/mallorca/en/educacion-2/
Excursions including Marineland:
Prices for 2023
Marineland all Day
Adult 49,00€ / Child 3-12 y.o. 33€
Days: Mondays and Fridays
Children up to 2 years of age go free