Partially Yes. Remember about delegates is that they are in themselves classes which inherit from System.Delegate. Since nested classes are allowed in classes you my declare a delegate in a class.
Following is a valid in C#:
public class MyClass
{
public delegate void MyDelegate();
}
To reference that delegate outside of MyClass you would write the following:
MyClass.MyDelegate myDel;
Also to remember that a delegate is a type that inherits from delegate you cannot declare a delegate within an interface, because you cannot declare nested types in an interface.