delete a product that added to an order I want to delete an order,but when I try to delete it notify me "This product is referenced by a line item on Order 40 and therefore cannot be deleted. Disable it instead" but I want delete it completely in my product list, It is not important delete an order item that is used in.
Commerce is protecting its own data integrity - if you were able to delete a product that's referenced by an order line, the next time you view the associated order something would break.

You'll need to remove the product from all associated orders before deleting it; I think the easiest way to do so would be to construct a View using Views Bulk Operations, select Line Items filtered by the relevant product ID, and bulk delete them. Obviously this will have an effect on existing orders, but since the product is attached to the line item by its ID, there isn't really an alternative (short of rewriting a bunch of stuff in Commerce).