Delivery consists of an extended routine that is called once all the code that your application needs has been loaded in to LispWorks.
To deliver your application, you use the Application Builder tool in the LispWorks IDE, or run LispWorks directly with your build file which does all the necessary preparations (normally just loading patches and the application code) and then calls the function deliver.
LispWorks Delivery User Guide - 13 Dec 2011