Wall is present in the modules/boonex directory but doesn't show up in the modules list in the admin area. - this is also known as the Timeline or Outline (I have no idea why different names are used).
Do you know what Chat+ has over the standard Chat? - chat + is actually rocketchat, but has been modified to allow easier connection with a Dolphin based site. The regular Chat as well as the messenger - are all flash applications, whereas CHat+ isnt. Flash is slowly falling by the way side and a lot of devices do not support it anymore. But, since Chat+ is not Flash, it works a lot better - but still a little limited.
Desktop fails when I try to install it but there appears to be a desktop app running at the bottom of the screen by default. - what you see at the bottom is known as the "member menu". If the Desktop module is failing - click the little arrow to the far right and it should open up and show what the reason for not installing is.
Can't figure out what Dolphin Connect does. Installed it but can't find it. Dolphin Connect allows users who are members on one dolphin based site - to login to another dolphin based site with a click of a button (provided certain things are set up on both sites). If you log out of your site, and then click Join - you should see a Button for Dolphin Connect. It works the same as Facebook Connect pretty much.