Hi @waqas ,
and welcome to the ROOT forum!
I think I hit this same issue with Delphes before. Setting the environment variable ROOT_INCLUDE_PATH to the location of ./Delphes-3.4.2/external and LD_LIBRARY_PATH to the location of the Delphes .so files fixed it for me at the time.
You can do so e.g. with export ROOT_INCLUDE_PATH=/path/to/Delphes/external:${ROOT_INCLUDE_PATH} and similarly for LD_LIBRARY_PATH.
Cheers,
Enrico