If Dolphin crashes, you will usually see a dialog which offers to show the backtrace and to submit a bug report. A good backtrace is essential for the analysis of the crash, in particular if the crash cannot be reproduced easily on the developers' machines. Therefore, you should install "debug" packages for at least Dolphin and KIO. See  for details.
Valgrind is a tool that can provide additional information if the backtrace is insufficient to find the root cause of the crash. It analyzes how the program reads from and writes to memory and reports suspicious behavior even before the actual crash happens. However, it slows down the program considerably.
If you are asked for a Valgrind log of a Dolphin crash, please do the following:
- In a terminal, enter
valgrind dolphin 2> log.txt
- Reproduce the crash (note that Dolphin will run very slow).
- Attach the file log.txt to the bug report. Avoid pasting the entire file in a comment. It might be very long and could make the report hard to read. If you can identify the interesting part of the log, feel free to paste it, but if you are unsure, add the complete log as a file attachment and let a developer have a look at it.