Business deligate is a Desgin Pattern that is coverred by the SCWCD (JSP and Servlets) exam objectives, not by the SCJP. You may get a detailed answer by asking in that forum.
The links given above should give you a pretty good idea about what a Business Delegate is. From a Struts perspective, the main point of using a Business Delegate is to make this object the link between the Struts Action class and the business tier. An Action class should instantiate and call Business Delegates to get the actual work done. The Action class itself should not contain business logic.