When booking on DL for a flight starting out of AMS the app/website automatically links me through to KLM when starting the OLCI as KLM will handle all ground ops @ AMS (DL cannot 'check you in' at AMS).

Other possibilities for the op:
Call DAL and ask for the KLM PNR/Look up the PNR on the AF us website and use that PNR @ KLM.
Use kiosks at AMS, using your passport or FF card or fill in ticketnumber/bookingscode.
Go to check-in desks and the check-in desk staff will take care of it.