I did a Dora theme party for my daughter a couple of years ago. We did it at home, but I'm sure you could use the same concept. We had set up different rooms in our house - one as a jungle, one with a "Crocodile Lake", and then we did games with prizes in a treasure chest in the kitchen. So the kids got a map like on Dora with jungle - Crocodile Lake - treasure chest. As a result I used the same basic idea on the cake. It was just a big sheet cake that I frosted with a path of sort meandering around it, and in different parts I put some small jungle animals, then a blue icing lake with a couple small crocodile toys, and then a small treasure chest. Basically it looked sort of like a Dora map. I also had small Dora and Boots characters on it. Even without tying it into different rooms or areas at the party, I'm sure you could use a similar idea. You can always go to nickjr.com and print out one of their Dora maps and fill it in with whatever themes/places make sense for you - you probably have things already you could use.
Dora's head is also remarkable easy to draw, so you could do a round cake as her head or draw her on a sheet cake with icing.
If you're ordering, most stores have a Dora kit with characters, etc. and will have a book with pictures you can browse through and see if you like it.
Hope that helps. Have fun!