Make sure you back up your private key first! On the upper left of your screen you will see Three tabs namely Deposit, Withdraw and Transfer. Click withdraw if you want to withdraw from ethedelta to you wallet. On the field next to your wallet type in how much you want to withddaw and click withdraw. Then your coin should be in your wallet!
I think already explained by bamb, how to do withdraw in etherdelta.
Please anyone understands how to transfer coin from my etherdelta working to my wallet?
if you have withdrawed and already signed in your etherdelta account, you can login in myetherwallet and all access is in your hand.