I have created a sample process that you can use:
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Assign the first task in the process to users who have the PM_CANCELCASE in their roles. Then run a case and select a user. When you click on "Cancel/Delete Cases", it should display how many cases have been Cancelled and Deleted.
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This deleted cases when they are in the first task in their process and cancels all other cases that are in subsequent tasks.
If you really want to destroy the records of the cases (which is NOT recommended), then you can enter the database and manually delete the cases by entering these commands:
mysql -u root -p
mysql> USE wf_workflow
mysql> DELETE FROM APP_CACHE_VIEW WHERE USR_UID='1234567890abcde1234567890abcde';
mysql> DELETE FROM APP_DELEGATION WHERE USR_UID='1234567890abcde1234567890abcde';
mysql> EXIT
This will leave records in the other tables that point to APP_DELEGATION records that don't exist, which is why I don't recommend it. It is far better to use the option in the PM interface to delete all cases for a selected process.