I know how delegates work, and I know how I can use them.
But how do I create them?
I think all these answers make a lot of sense once you understand delegates. Personally I came from the land of C/C++ and before that procedural languages like Fortran etc so here is my 2 min take on finding similar analogues in C++ paradigm.
If I were to explain delegates to a C++/Java programmer I would say
What are delegates ? These are static pointers to classes within another class. Once you assign a pointer, you can call functions/methods in that class. Hence some functions of your class are "delegated" (In C++ world - pointer to by a class object pointer) to another class.
What are protocols ? Conceptually it serves as similar purpose as to the header file of the class you are assigning as a delegate class. A protocol is a explicit way of defining what methods needs to be implemented in the class who's pointer was set as a delegate within a class.
How can I do something similar in C++? If you tried to do this in C++, you would by defining pointers to classes (objects) in the class definition and then wiring them up to other classes that will provide additional functions as delegates to your base class. But this wiring needs to be maitained within the code and will be clumsy and error prone. Objective C just assumes that programmers are not best at maintaining this decipline and provides compiler restrictions to enforce a clean implementation.