A delivery document in SAP behaves similar to a Sales Document Type. It determines how delivery will be carried out at the top level. One thing to understand here is that every delivery type will have an item category assigned to it. In SAP SD you can define various delivery document types. I have attached a screenshot of the menu path below. The SAP menu path for the same is -

IMG >> Logistics Execution >> Shipping >> Deliveries >> Define Delivery Types

The same can also be through Transaction Code OVLK. There are many configurations in this screen such as Number Range Assignment, Whether Reference to Sales Order or other document is required or not, Delivery requirements, rescheduling, etc. The standard SAP delivery documents include, LF - Standard Delivery, LO - Delivery without reference, LR - Returns Delivery and NL - Replenishment Delivery.

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