If you want to use Wiimmfi for online play, you use a NAND backup from a physical Wii console. NAND Usage Guide - Dolphin Emulator

Use a exploit like LetterBomb or Bluebomb to install the Homebrew Channel on your physical Wii.

What (Windows, macOS, Linux) are you running Dolphin on? Share public link

Ensures maximum compatibility with all games.

Ensure you performed a System Update in Dolphin after copying the files.

To verify your installation, go to -> Load Wii System Menu . If configured correctly, the classic health and safety warning screen will appear, followed by the Wii Channel menu. 2. Graphics and Resolution Enhancements