If so, I admire this game's logic.

If you are required to destroy the buildings (it should tell you in between each stage/level) you will need to find boxes of grenades and later rockets, then use your right mouse button to throw them. Be careful as it's very easy to shoot the boxes and blow everbody up.

Ah, thanks.

Sorry, it's the right button to fire and both buttons to throw grenades or fire rockets.
You can also seperate your team members by clicking on their names and then the symbol above.