Certified GKH Gardening Expert
Generally, unless the seed shell is extremely hard, succulent and cactus seeds do not need soaking, but can be cultivated in shallow containers of damp potting soil mixed with sand, perlite or other material that will provide good drainage. These seedlings can take a long time to germinate, even up to a year. The dolphin plant is a hybrid, so the plant may not be true if grown from seed.
For care of your dolphin plant, check out this article: https://www.gardeningknowhow.com/ornamental/cacti-succulents/dolphin-plant/growing-dolphin-succulent-plants.htm