The shuttle to
Alamo at the Car Care center is free and will pick you up at your resort. It will not take you to the Dolphin though so if you already have a reservation make sure the rate is just as good from the CCC before you change.
If you keep your rental reservation at the Alamo at the Dolphin its easy to get there and you can go via DTD but you don't have to. Leaving from teh All Stars I would take the bus to MGM and walk or take the boat to the Dolphin. In fact you can transfer from any park or DTD.
HTH
TJ