I'm drawing a blank here — for example, in the sentence "The manager directed that the employee build destruction", the two words "build destruction" do not really make sense together. I'm pretty sure there's a term for this, but I can't remember it — the only thing that comes to mind is "non sequitur", but that apparently has a slightly different meaning.
Learn English – Term for two words that don’t make sense when placed next to each other
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I'd say the answer to your question depends on the manager's intention in using the phrase. If the manager is deliberately employing contradiction for rhetorical effect, then this is an oxymoron, as described here. If the contradiction is unintended, then it's merely a contradiction in terms or, if you want to be fancy (as Wikipedia does), a contradictio in terminis.
A good example of an oxymoron comes from the song "Mean Woman Blues," written by Claude Demetrius and recorded by Elvis Presley and others:
Here, "hurts so good" is an oxymoron, because Demetrius is deliberately using the contradiction inherent in the phrase to produce a particular effect.
Similarly, Truman Capote's famous description of his book In Cold Blood as a "nonfiction novel" was also oxymoronic. Capote was of course well aware that novels are by definition works of fiction; he used the deliberately contradictory term "nonfiction novel" to draw attention to the literary qualities of a book that was (he claimed) a factually accurate work of reportage, and to highlight his contention that he had invented a new genre. As with Demetrius's "hurts so good," the contradiction actually sharpens the intended meaning, rather than obscuring it.
On the other hand, consider the following passage, from a book I'll refrain from naming:
Clearly, this author is not using the self-contradictory phrase "perfunctory perusal" for deliberate rhetorical effect, but is one of those benighted souls who think that "perusal" means the exact opposite of what it actually means. Thus, "perfunctory perusal" is not an oxymoron, but a mere contradiction in terms. The contradiction muddles the meaning, rather than enhancing it.
I should note that many native speakers regard "oxymoron" and "contradiction in terms" as synonyms and use them interchangeably. Personally, though, I find that the distinction between intentional and unintentional contradiction is worth trying to preserve.