There are a number of examples in the manual which help to illustrate the delivery process.
A Short Delivery Example, shows how to deliver a very small application.
Example: Delivering CAPI Othello, shows how a CAPI program can be delivered.
Further examples with complete code for delivering small applications are supplied in the LispWorks library. Start here:
examples/delivery/README.txt
LispWorks Delivery User Guide - 13 Dec 2011