Dolphin is better than Windows Explorer IMO. What can't it do? I would say Dolphin is just above Explorer in terms of the 'top' graphical file managers across operating systems
I don't really like KDE, so of the environments I've used, they don't use Dolphin. You can install it otherwise, but it tends to be buggy. Part of it too is that when you open/save a file in Windows, it effectively gives you a file explorer. There are some apps that roll their own, but on Linux basically all of them roll their own. A lot of the times they lack features like simply being able to create a new folder when you are saving something.
Dolphin is better than any other Linux file managers but Windows Explorer is best IMO. In directory that contains many files, Windows Explorer runs quickly but Dolphin isn't quick as it (and alternatives are much worse). Also I like ribbon UI on Explorer.