Accompanying the node version 4.1.1 release for Mainnet is the desktop wallet release v1.4.1 for Mainnet. This version supports delegation, however delegation functionality will only be enabled once the protocol update has taken effect on mainnet, which is expected to happen on June 23.
NOTE: For macOS, we have released a bugfix Desktop Wallet version 1.4.2 , see Concordium Desktop Wallet 1.4.2 for Testnet and Mainnet (MacOS only).