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/
If you are looking at swimming with dolphins, this is the nearest experience:
Currently no dolphin kept in dolphinariums or zoos in Spain has been granted permission by CITES ( Convention on international trade in endangered species of wild fauna and flora) to carry out activities in which it is possible to swim with them.