Yes historical reports indicate that the Prophet (s) sent Khaled to do that. However, Khaled committed a big mistake there, and the Imam Ali (a) was sent to fix it up.
Under Islamic rule, if idol worshippers are living in close proximity to Muslims and they don’t have a treaty with Muslims, then yes Muslims can destroy their idols. But if they have a peace treaty with Muslims, then no. Muslims must abide by the peace treaty. The tribe Khaled was sent to did not have a peace treaty with Muslims.