Is the following sentence correct and natural?
The flight will be delayed when I got this message from Airline company.
No, your sentence is not correct. It suggests that the delay occurred only when you received the message. That's not true. The airline was contacting you to tell you that your flight was delayed. You have a few options here:
I found out my flight was delayed when I received a message from the airline.
The airline emailed/texted me to say my flight was delayed.
My flight was delayed. I found this out from a message from the airline.