Although their structure is different from land mammals, dolphins do have bones. Because the water makes dolphins relatively weightless, their bones don't have much to hold up so they are not as strong as a land mammal's bones.
A dolphin's forelimbs are adapted into flippers, and they have shortened arm bones but no fingers. They have a pelvic bone, but the majority of a dolphin's power comes from its hindquarters. The tail is well-developed, as it is the main source of propulsion, and the evolution of the dolphin's physiology has turned external parts such as ears and genitalia into internal organs.