Deleting messages in only available for admins or owners. Mobile users (employees) cannot delete a chat message.
Access the Chat from your side bar, click the conversation and hover your mouse over the Chat message you wish to delete.
Click the ... icon and click delete. Done! Mobile app users and admins will not see the message any more.
This capability is available from the dashboard only, but will be available on the mobile app in the future.
Check this descriptive video for further explanation: