Yes. Dolphins have mammary glands and fall in the group of vertebrates called mammalia. Dolphins give birth to live young ones which they nurse for 12-18 months after birth.
Dolphins have two mammary glands open into a pair of sacs on either side of the anal opening, and the calf’s beak fits into the openings on the sacs. The nipple is grasped between the upper jaw and the tongue, and muscular contractions by the mother literally squirt mil into the calf’s mouth.