Hi Yang,
I apologize for the delayed response. We recommend choosing the smallest value of delta with the largest number of significant subnetwork sizes (see Section 1.4.2 of the supplement to the HotNet2 paper). If you run HotNet2 with one network and one set of heat scores, then HotNet2 will automatically select this value of delta for you and report it as the consensus results.
Also, HotNet2 does not evaluate the statistical significance of individual subnetworks. Instead, it evaluates the statistical significance of all subnetworks exceeding a certain size (see Section 1.3 of the supplement to the HotNet2 paper). The components.txt file provides HotNet2 subnetworks, and the significance.txt file assigns P-values to HotNet2 subnetworks exceeding a certain size, so you can use these files to find statistically significant subnetworks.
Best,
Matt