how do I delete message from all devices simultaneously?

Email messages are treated differently between POP3 & IMAP email accounts.

• For POP3, the first email client that accesses the POP3 email server, has all of the email downloaded to that device. The next device trying to access it will find no mail there. So, if you access this account, and delete all of the emails, they will be "gone" for any other device that attempts to access this account.
• For IMAP, the messages stay on the email server, unless a client deletes a message. In this case, if you delete all of the emails from any client, they will be removed from the email server, and the next client that accesses that same server will find them missing. However, it may take a few minutes for these deleted messages to be synced.

For iCloud mail, which is IMAP, messages are synced to any Apple device that you log in with the same Apple ID with.

I'm assuming that, by messages, you are referring to email messages ... correct? If so, do you want to do this for one particular email account or all of your accounts? Regardless, are all of these accounts IMAP, POP3, or some combination of both?