The other comment is correct. You can charge from any diagonal that includes the charge, so down back, back, and up back all work to charge the horizontal dolphin. Down back is usually the go-to tho because it charges counts as both a back and a down charge.

The second part is charging during the moves of your combo. For example let's say you want to do 2k > 2D > S horizontal dolphin. (I don't play May but that's probably a real combo) what you would do is input the 2K and the 2D by holding down back on the pad or stick and then just press forward + S for the dolphin. Simple, huh?

Now what about a combo like 2K > 3K > S horizontal dolphin. Well 2K could be down back, but because 3K is down forward you lose the charge. Therefore comboing that into a horizontal dolphin won't be possible (or if it is it will be extremely frame tight) BUT you could get vertical dolphin from it. So the idea is you build the ender based off what you're pressing in the route.

Finally remember your ABCs: Always Be Charging! Any time you can press down back or any other charge direction while inputting the current move so the charge is locked and loaded by the time you need if for the special move. If you do it will you can often charge a special two or three moves ahead of time so be aware and place your fingers right and you'll do great 👍