Many PSoC5LP devices do not have DelSig. Hence, the DelSig component will be not be enabled in the Component Catalog. Kindly use the "Device Selector" under the "Project" menu to select a PSoC5LP part which has a DelSig ADC.
However, if the DelSig component is really missing from your PSoC Creator installation, you can install this component by using the "Find new components" under the "Tools" menu.
Vasanth R S