I forgot that you also have to make sure that texture dumping is enabled in the emulator settings (to do this, go to "Options > Graphics Settings" and then click the "Advanced" tab on the top-right, and under "Utility", make sure that the "Dump Textures" box is checked).
After that, once the ISO loads, it should dump whatever first appears on the screen.
Then to see them, go in the folder where you put Dolphin, look in "User > Dump > Textures" and you should see a new folder with some .PNG files.
What makes it so convenient is that it creates a new, different folder for each game you dump textures for! That way, you won't have, say, Tales of Symphonia textures and Mario Kart: Double Dash!! textures all mixed up in one folder.
Hope that helps!