"kdesu dolphin" doesn't work!

It is not often that you have to edit a config file in /etc, but when you do, you can use one of a million terminal-based text editors (or if you need the GUI, use a text editor with polkit support, like Kate – without sudo, of course).

The other two directories you mention, /boot and /usr/share/applications, you should probably leave these alone (not once have I encountered the need to edit anything in there, in about a decade of using Linux).

Regarding the latter (for example, if you want to change the icon of some application), just copy the file you want to edit to ~/.local/share/applications and edit it there. A file there will take precedence over the one in /usr/share/applications, but only for the intended user (and if you mess something up, you have the original as a backup, so you only need to delete the copy in the user space).

2 Likes