So once delegated harvesting is active I can start it and shutdown my computer and come back to harvested blocks? Or do I still need to leave my computer on? Sorry if these are stupid questions.
To be able to harvest without leaving your computer on, you have to connect to a remote NIS. The reason is that the node, which is harvesting for you, of course has to keep running.
To connect to a remote NIS, you have to open the Settings (in the menu on the left hand side of the client) and enter a host or IP address of a remote NIS. So you can either run a VPS by yourself and then use the host name or IP of that remote NIS or you find somebody who lets you harvest on his/her NIS.