Can't destroy object created in editor

In a script I run I need to create an object. However once the script has run I would like to destroy the object, but I can't figure out how to do it.

This sample highlights the problem

 using UnityEngine;
 using UnityEditor;
 
 public class WillNotDestroy : EditorWindow
 {
     [MenuItem("Custom Tasks/Create And Destroy")]
     static void CreateAndDestroy()
     { 
         GameObject go = new GameObject();
         go.name = "Help destroy me";
         Destroy(go);        
     }
 }