One of the most annoying things I have encountered with Dolphin is the fact that there is a keyboard shortcut to remove the menu bar, as well as a button to remove the menubar, but there is no way to get it back in the same way. You can remove the menu bar by hitting the keyboard shortcut "Ctrl+M", or by right clicking on the menu bar and clicking "Hide Menubar".
How to get it back
For me, finding out how to get it back was a frustrating experience. My first problem was that I didn't know KDE called it the "Menubar", when I looked in the keyboard shortcuts, or when I googled online, I couldn't find anything relating to the dolphin file menu. The second usability problem I see is that right clicking on the title bar, or any of the toolbars (which take the place of the menubar at the top of the screen after it is removed don't give you the option to bring it back.
It was finally after I had practically given up looking for the menubar that I right clicked in the MAIN pane of the screen. This context menu then provided me with both the appropriate keyboard shortcut, as well as a button to bring the menu bar back.