Yes, it indicates you are referring to one animal -- in this case, one type of animal.
How clever they are
In this context, the word "a" is an indefinite article. It is used to refer to a non-specific or unknown dolphin, implying that it could be any one of them. So yes, in this case, "a" can be understood as meaning "one" in the sense of representing a single example of a clever animal, specifically a dolphin.