How do you delete Messages app?

It is under Filters. If you want to delete them press and hold on them and delete them from there and they will go to Recent Deleted. If you are connected to iCloud and your Messages are stored on iCloud they won't be delete for 30 days. To get around this if you don't want to store your messages on iCloud is turn off Messages on iCloud as well as in the app. It will still take 30 days to delete messages on your device if you have set it to 30 days, in theory, since I found that this not always the case.