Sadly, there aren't any randomized controlled trials showing that exercise can delay the onset of dementia.
There are observational studies that associated exercises with delayed onset of dementia, but they cannot show the direction of causality - it could be that people who are healthier and not at risk for dementia tend to exercise more as a result.
There are RCTs showing improvement in cognitive function in healthy older adults, which one might hope means that the onset of dementia is delayed - but that has not actually been shown.
There are observational studies that associated exercises with delayed onset of dementia, but they cannot show the direction of causality - it could be that people who are healthier and not at risk for dementia tend to exercise more as a result.
There are RCTs showing improvement in cognitive function in healthy older adults, which one might hope means that the onset of dementia is delayed - but that has not actually been shown.