Your sentence is mostly correct but can be improved a little for clarity and punctuation.
Original sentence: Dolphins are smart! They can even talk with one another using clicks and whistles.
Corrected sentence: Dolphins are smart! They can even talk to one another using clicks and whistles.
Explanation: Instead of 'talk with one another', it's better to say 'talk to one another' because 'talk to' is the common phrase used when describing communication. Everything else is perfect!