Dolly joined French Ligue One side Montpellier in January from Mamelodi Sundowns following a lengthy transfer saga.
The 24-year-old returned to South Africa last week for international duty, putting in a man-of-the-match display in the 3-1 win over Guinea-Bissau at Moses Mabhida Stadium on Saturday.
Dolly is on the bench for tonight's friendly with Angola at Buffalo City Stadium in East London (19h00)
"I think, obviously the competition when we play international games is very high and one only gets experience when you go to Europe and experience these things," said Dolly.
"Fortunately for me I've played in the FIFA Club World Cup [with Sundowns]; I played in the Olympic Games [with SA Under-23s last year in Brazil] and I got a taste of what it's like to play international football.
"For me it was just to go to Europe to try and prove to other youngsters in the country that it's possible, and just to inspire them.
"And I think, with the experience we are getting in Europe and coming back, we can share with others and show them that it is possible."
Dolly insists he never lost hope of going overseas when Sundowns were in protracted talks with suitors.
"I think, with me, I'm focused on the task at hand and before that I gave my all to Sundowns. I'd always been respectful to the team.
"I never lost hope. I always told myself that if it's meant for me to go overseas I'll go eventually and nothing will stop me.
"The past will be the past. I'm just happy that obviously my family is happy that everything went our way and that I'm finally living my dream."
The former Ajax Cape Town winger has featured seven times for a Montpellier side in transition.
"With Montpellier, it's a very small city, it's a very small team and we haven't done quite well," he added.
"With the change of coaches when I got there, the old got sacked and when the new coach came in he gave everyone an opportunity to prove themselves.
"And I think that helped me and he could watch everyone at the same time. Ja, I just told myself that I'm not at home and nothing is going to be easy.
"When I went there I told myself that I need to work hard and forget about South Africa. And just try to prove myself and represent myself well. Hopefully one day many more players from South Africa will go to Europe."