as system administrator OR the from the profile of the person that delegate, they can choose features that delegate can perform. Create expense, submit expense, approve reports... so there are some possibilities to manage the features of a delegate. As a company you can have implemented for example that no delegates can submit expenses on behalf of a person. Otherwise if you are looking for more specific answers to your company, without the need to explain those here, maybe is better you open a ticket (if you are the system administrator) with Concur support for your requirements.
@chetan_19 I don't believe you can completely remove the option to see the Delegate screen, but you can certainly limit what a delegate can do. In fact, you can configure the system to not allow a delegate to do anything which would essentially be the same as removing the feature altogether.