You can't unless you created them.
If you have a private forum, deleting threads will "remove" replies not ceated by you to the public arena for all to read and will only permanently delete those actually created by you.
For a public forum you can use the remove option. It won't stop visitors to your forum from viewing what was deleted by following your profile but it will at least make the threads dissapear from the main content.
You will see the option to do wither of these only if you have permissions to do so under the Options or more options links.
Hope that helps
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