The Destroy command is not available on CodePlex.com for all users except Team Foundation Administrators. This is explained here:

http://msdn.microsoft.com/en-us/library/bb386005.aspx

“Use the tf destroy command to destroy, or permanently delete, version-controlled files from Team Foundation version control. …To use the destroy command, you must belong to the Team Foundation Administrators security group. For more information, see Team Foundation Server Permissions.”