The M Adio Delta 10/10 has lots of I/O. Use Live's Preferences to setup which I/O you want to use to:
1. Send audio OUT to FX &/or mixer.
2. Receive audio IN from FX &/or mixer.
Have a look at whatever software/setting/preferences came with the Delta for additional info -you may need to make adjustments there. Check the documentation.
Once that is done, use Live's External Audio Effect to route audio from Live OUT through the outputs you've enabled as your FX &/or mixer outputs, & back IN from the inputs you've enabled.
Adjust the External Audio Effect's Wet/Dry knob to Wet.
One of the main things you're going to have to monitor & spend time with is levels: you have multiple levels (volume/gain controls) & points where clipping can occur.
Read the Live manual for additional details. Maybe run one/more of the lessons as well (I believe there are lessons for setting all this up). That will be some of the best help you can get.
Try to think of audio & routing as water & plumbing! That may make it clearer.
Hope this gets you started.