FAQ defines those as follows:

sacrifice: put a card that you control into its owner's discard pile.

destroy: put a card that is in play into its owner's discard pile.

Does it possible to destroy your own units if you want ?

I mean does "card that is in play" includes cards controlled by you as well ?

As a general rule, yes. However, there are cards that specify you destroy one of your opponent's cards. In that case, you cannot target one of your own.

RM

yes. Through Brutal Offering or Invoke Khaine's Wrath, indirect damge, for examples, your own units can be destroyed.

The distinction that the FAQ is making here in regards to sacrifice vs. destroyed, is that you can only 'sacrifice' a unit that you control (which is immediate & cannot be cancelled or mitigated in any way), while any unit can be 'destroyed' * at any time, whether you control it or not. Both sacrificed & destroyed units go in their owner's discard pile when they leave play.

* subject to control limitations on who the card targets of course