I just bought a 3200 ISO film roll (ILFORD DELTA 3200), and my camera (Chinon Cm-5) allows to set films up to 1600 ISO. What can I do to expose correctly? I thought of metering at 1600 and when it's OK, just close the lens 2 points but I'm not sure if that is correct. Any ideas?
Your idea is on the right basic track — you could meter at the limit of your camera, and then change to what the camera thinks is underexposure. ISO 3200 is actually only one stop faster than 1600 (each doubling is one stop). You say "points", and it may be that your lens has click points at half stop, in which case yes, two clicks would be right. (If you're not sure what a "stop" means exactly, see this question.)
But, there's another thing to consider. Ilford Delta 3200 isn't really ISO 3200 film — it is ISO 1000 film with a very forgiving exposure latitude, making it easy to "push" to 3200. So, if you're not really after the higher speed, you could expose the roll at 1600 and develop it that way (or note in the instructions to the developer that you did). Other than the obvious (need for a longer shutter speed or wider aperture), there's no downside to doing this, and in fact you will be able to get greater shadow detail and film grain will be less apparent.
3200 ISO is one stop faster than 1600 ISO, not two. The "exposure triangle" would tell you that you if you had a shutter speed of, for example, 1/250 and an aperture of F/8 for a correct ISO 1600 exposure, then going to f/11 or 1/500 would provide compensation for the difference in film speed.
Of course, there are trade offs to that. You're either adding depth of field or you may not be able to reduce the shutter speed enough for artistic blur, or something along those lines. None of which may matter to you at all.
When you shoot on ISO 3200 film, you can set your camera to ISO 1600 and the exposure compensation (EV) to -1. This subtracts a stop of exposure to the film. By doing so, you'll be shooting at the equivalent to EV 0 and ISO 3200.