Add delegate to interface c#

Those are declaring delegate types. They don't belong in an interface. The events using those delegate types are fine to be in the interface though:

public delegate void UpdateStatusEventHandler(string status);
public delegate void StartedEventHandler();

public interface IMyInterface
{
event UpdateStatusEventHandler StatusUpdated;
event StartedEventHandler Started;
}

The implementation won't (and shouldn't) redeclare the delegate type, any more than it would redeclare any other type used in an interface.