The binaural-beat appears to be associated with an electroencephalographic (EEG) frequency-following response in the brain (3). Many studies have demonstrated the presence of a frequency-following response to auditory stimuli, recorded at the vertex of the human brain (top of the head). This EEG activity was termed "frequency-following response" because its period corresponds to the fundamental frequency of the stimulus (Smith, Marsh, & Brown, 1975). Binaural-beat stimulation appears to encourage access to altered states of consciousness.
Since opening their online store in 2011, Binaural Beats Meditation has served “hundreds of thousands” of customers, according to James Matthews, the site’s customer happiness manager. “We continue to see an increase in interest… from individuals, but increasingly so from therapists using the music to help clients, health and wellness organizations, and businesses around the world.”
I have also noticed that during my morning meditation session (I use the product twice daily – once in the morning and again at night), I’m able to almost instantly reach extremely deep levels of relaxation. In fact, within minutes I lose all sensation in my extremities. This is exactly like yogic meditation’s pratyahara, or sense withdrawal, state. It’s really quite remarkable that I could get that relaxed that quickly. This process usually takes me anywhere between a half an hour and an hour and a half. With EquiSync, I reach the same state in literally 2 to 5 minutes!

Other entrainment methods sometimes used include autopan modulation that moves sound in an 180º arc to create a desired tone. Harmonic box entrainment, invented by James Mann, uses a layering of binaural and monaural tones that alternate between ears, requiring headphones. Sound modulation and filtering, amplitude modulation, and pitch panning use diverse sounds to create rhythmic pulses matched to the desired brainwave frequency. 
Once you have a good recording, start listening to your binaural beats while in bed, and try to be sure you’re undisturbed so your brain can sync up. If you have chronic insomnia, be sure to listen on a regular basis so you train yourself to fall asleep at the same time every night. If you like, you can even invest in a pair of comfortable sleep headphones.

In order to take full advantage of binaural beats to tackle insomnia, you should first buy a high-quality recording. Although it’s true that any two tones that have wavelengths that are seven hertz or less fewer apart will create a binaural beat, there are other factors to take into consideration. Many people find the tones that create binaural beats unpleasant, so a good recording will also have a “pink noise” to help mask the sound (falling rain is one popular such noise).; this noise will also help you focus on the binaural beat instead of letting your mind wander.

Sleep issues are becoming much more of a common problem. I think it's great to look at alternative ways to help with insomnia and other sleep related issues, especially when they don't involve the need to take medication. Something proved to be effective is 'Sleepstation' a UK based organisation who use CBT techniques to cure insomnia. Their online sleep therapy course is brilliant and very convenient as it's delivered online. Their website is definitely worth a look if you're having sleep issues

Binaural beats are considered auditory illusions. For a binaural beat to work, the two tones have to have frequencies less than 1000 Hz, and the difference between the two tones can’t be more than 30 Hz. The tones also have to be listened to separately, one through each ear. Binaural beats have been explored in music and are sometimes used to help tune instruments, such as pianos and organs. More recently, they have been connected to potential health benefits.
To get a full answer you should really get in touch with the owner of the app, because it does really depend on how their track is constructed and how they intend it to work. I have one 50-minute sleep track which takes you down into delta ( and that is designed to just get you to sleep, so you just let play until the end. If you played that track on repeat it might make you jump and wake you up, as the track begins at a higher frequency. I have another 8-hour sleep track which is meant to be played all throughout the night ( So it does depend on the individual track you are using.
A popular opinion in the brainwave entrainment community is that listening to isochronic tones without music produces a much stronger effect.  However, in the study by Doherty, Cormac. “A comparison of alpha brainwave entrainment, with and without musical accompaniment” (2014),  it was concluded that brainwave entrainment was equally effective for isochronic tones, both with and without music.
Hi Marko, that isn’t one of my videos you referred to, so I can’t really answer you properly as I don’t know how their track was created. For the best answer, you should really contact the video creator. There isn’t any research that I’ve seen to suggest that you could harm your health by looping a delta track. During a typical sleep cycle, your brainwave activity will usually go up and down between the delta and theta range. It may be that you won’t experience the same quality of sleep if you spend most of your time producing mainly delta activity. With my 8-hour sleep track, I fluctuate the frequency range to try and emulate a typical sleep cycle

You don't have to buy one, though. It's not too hard to make your own binaural beat, and free software is widely available to do just that. The one that I used to make that little sample is an open-source program called Gnaural, available on the Sourceforge website. It's pretty easy to use, though it takes some practice before you can generate some of the really cool, more professional sounding beats. A binaural beat consists of two simple tones, and most people add that background pink noise. Nothing special.