when my figure is on his last click can i push him to kill him and remove him from the board?

Yes. It's called suicide.

thanks, just found clarification in the write up of the suicide squad ta

Yes, you can, but the other player(s) gets that figure's points. From the rulebook, under "Victory!":

Points for characters who took their last click of damage from pushing or from using a super power are awarded to the opposing player whose character most recently damaged that character. If no opposing player has damaged the character, split the victory points evenly between all opponents.