It's not grammatically correct because कब is an interrogative adverb that is supposed to be placed right before the verb. However, such sentences can nevertheless sometimes be found in colloquial speech.

Your French is very good ! :) Just a few small changes to make the sentence perfect : "Quand êtes-vous allés à Delhi ?" (or "Quand êtes-vous allées à Delhi ?" if you're talking to a group of girls)