During most computer operations, copying, downloading or uploading a file requires duplicating the entire file every time. For example, if you copy a file to a USB drive, then modify one line in the original file and copy it again, your computer will overwrite the entire file in order to update it. Delta files reduce this workload by updating only the parts of a file that change.
Examples of Delta Files
Numerous programs and services use delta files as a form of compression or to save bandwidth. For example, when you run Windows Update, rather than completely replacing the system files, your computer downloads the parts of each file that have changed and applies those changes to your existing files. Synchronization software such as Dropbox uses delta files to upload the changes you make to your documents rather than re-upload the entirety of each file you modify. Some hard drive backup programs also use this technique to make backups run faster.
Using Delta Files
Unless you're developing an application or working with advanced database software, you'll probably never need to manually use delta files. Software that makes use of delta files does so automatically in order to run faster and more efficiently; you won't need to open delta files directly or manage them by hand.