Where to make entry of "delivery challan"?

I want to make entry of “delivery challan” which is given at delivery time. In my case vendor delivers ordered goods in chunks so I will receive multiple challans.

Is ERPNext provides this functionality?

I guess “Purchase Receipt” is what you are looking for. For delivery to Customers, use “Delivery Notes”. While printing, you can set appropriate Print Heading to name it as you wish.

Read the documentation here