Hi Lakshith,
The event 005001014 - CRS_SALES_COLLECT_DATA (R/3 Table TBE31) activates the delta download of the orders. This entry gets registered by the system when you do the initial download of 'SALESDOCUMENT' object for the first time.
So you will have to do initial download of object 'SALESDOCUMENT' for the first time and then the check if the delta is working.
Regards,
MG