Was wondering this in celebration of the fact dolphins have officially been confirmed to have their own translatable proto-language, a longtime speculation we kind of already knew and which fulfills a friend's prophecy. It's common to train animals to perceive and perform art, and/or for them to already have a sense of what it is. Give an elephant a brush and a canvas and they'll paint glyphs of other elephants, chimps can draw avant-garde "masterpieces", and pigeons can even be trained to recognize the difference between good and bad art.
Dolphins surpass all of these animals in intelligence. But there's just one problem, they live underwater. And water tends to destroy most art mediums. Paper canvases shrivel, residue washes and floats away, hammers made for sculpting tend to strike softer, sculpting ice floats, fashion requires sources of fabric you can't get underwater, you get the idea. A dolphin's life is Murphy's Law for an artist. But for an artist, if there's a will, there's a way, and humans are known to challenge what we expect to be ways in which art can be created, such as with crop circles, Nazca lines, shadow art, and soap sculptures made from microwaving soap into molds. What improvised method/means of artform would you coach dolphins to do who want to be artists if you had to do so in some way?