We know that a dolphin was swimming 9 feet below sea level, this can be represented with the number -9 because sea level represents zero level as the image below shows.
Then, the dolphin swam up 5 feet, which means we have to sum 5 to -9 which gives -4. The image below shows.
Notice that we had to jump 5 units up to find the new location of the dolphin, that's the way to do it.
Therefore, the new location is 4 feet below sea level.