Well, to be honest, you did not provide any information as also mentioned by @m_goldberg. Any ways, I choose random initial conditions and a random value for the delay tau = 1.
a1 = 10; a2 = 28; a3 = 8/3; alpha = 1; \[Tau] = 1; sol = First[ NDSolve[{x1'[t] == a1*(x2[t - \[Tau]] - x1[t]), x1[t /; t <= 0] == 3, x2'[t] == a2*x1[t] - x2[t] - x1[t]*x3[t], x2[t /; t <= 0] == 6, x3'[t] == -a3*x3[t - \[Tau]] + 1/2*x1[t]*x2[t], x3[t /; t <= 0] == 3}, {x1, x2, x3}, {t, 0, 20}]]; Plot[Evaluate[{x1[t], x2[t], x3[t]} /. sol], {t, 0, 200}, PlotStyle -> {Thick}, Frame -> True]

Note: Next time provide complete information, not just a bunch of equations.
Addition (Space curve for:{x1[t],x2[t],x3[t]})
ParametricPlot3D[{x1[t], x2[t], x3[t]} /. sol, {t, 0, 150}, PlotStyle -> {Orange, Thickness[0.015]}, BoxRatios -> {1, 1, 1}, AxesLabel -> {x1, x2, x3}]
a's? It seems that\alphais a fractional derivative parameter, so again you need to assign a certain value to it. $\endgroup$