To play the D note, pick the open 4th string.
Play the E note with the second finger of your left hand behind the second fret of the 4th string.
Play the F note with the third finger of your left hand behind the third fret of the 4th string.
The delay pedal makes a copy of what a guitarist plays and repeats it at a specific rate depending on how the controls are set. You can control the speed of the delay and the number of repeats. Delays are used to great effect by Edge from U2, David Gilmour of Pink Floyd and Andy Summers of the Police.
Here is an example which makes use of the notes D, E and F on the fourth string. As with any new notes, name them out loud as you play until you can do it easily. Notice how the first two bars of this example move between different octaves of the D note.