The tau particle was discovered in the 1970ies in experiments with highly energetic particle collisions (between electrons and positrons with an energy of about 5 GeV). These experiments resemble the experiments at LEP at CERN. The properties of the tau particle are similar to the properties of the electron, but it has much greater mass (3500 times higher). Therefore it decays into other lighter particles (to other leptons or to one or more hadrons).
The tau particle is very short lived - its mean lifetime is about 0.3 pico seconds. We can therefore never see the tau particle in the reactions that take place in the DELPHI detector. But we can detect the particles that the tau decays into and therefore indirectly conclude that a tau particle was created initially.