the dol is the application to run on your wii (you will need a gamecube memorycard, third party for best results). To get the save from dolphin open tools> memory card manager; open your memory card, select the save to export and click export to gci.
place the gci on your sd card and the dol in the correct location for your homebrew setup (usually SD:/apps/<appname>/boot.dol
place the gci on your sd card and the dol in the correct location for your homebrew setup (usually SD:/apps/<appname>/boot.dol