Yes it's true that Dolphin is not very SE friendly out of the box. The URL's are bad. Link building does not work on it's own! You also need the old basics such as good page meta titles, meta description and keywrods. All of that content also needs to be in the page content with a good ratio for the most important words and phrases. Keywords in URLs also Do work, and image alt tags work too. Unfortunately dolphin doesn't have these SEO basics buit-in, and no amount of link building can fix that!