Dolphins can make a large range of different sounds using a unique part of their anatomy called nasal air sacs.

Such air sacs are located just behind their blowhole.

They produce three different varieties of sounds.

Whistles.
Modulated in frequency and usually used for communication.

Burst-pulsed sounds.
Also used for communication.

Clicks.
Used for echolocation. A burst of clicks is called a click train.