Amy,
You're not missing anything, the functionality to delegate approvals is in place but projects and tasks aren't there in any of the menus. I'm not sure if they will be coming in another release. You can switch to old home when needed to setup delegation for the time-being, not the best experience, but it will do the job. I also suggest you click the Leave Feedback button on the New Home and bring attention to this, the more of us that do this, the more attention it will receive.
