This script seems to work fine when I put it into the developer console. When I just put the script, save it, and play the game, the script doesn't remove the "UFO."
for k,v in pairs(game.Workspace:GetChildren()) do if v.Name == 'UFO' then v:Destroy() end end
The script is correct, however it'll only run once, when the game is started. If you want it to constantly remove all objects named UFO, you should put it in a while loop!
while wait() do for k,v in pairs(game.Workspace:GetChildren()) do if v.Name == 'UFO' then v:Destroy(); end; end; end