Steel Hellkite's last ability destroys only nonland permanents whose mana value is exactly equal to X, and only those controlled by players who have been dealt combat damage by Steel Hellkite this turn.

It doesn't matter who controlled those permanents at the time Steel Hellkite dealt combat damage, or if those permanents were even on the battlefield at that time.

You may activate the last ability even if Steel Hellkite hasn't dealt combat damage to any players that turn. If you do, the ability won't do anything.

If Steel Hellkite's third ability is activated with X equal to 0, it will destroy each nonland permanent with mana value 0 the appropriate players control.

The mana value of a permanent is determined solely by the mana symbols printed in its upper right corner, unless it's copying something else (see below). The mana value is the total amount of mana in that cost, regardless of color. For example, a card with mana cost {3}{U}{U} has mana value 5.

If a permanent is copying something else, its mana value is the mana value of whatever it's copying.

In all cases, ignore any alternative costs or additional costs (such as kicker) paid when the permanent was cast.

If the mana cost of a permanent includes {X}, X is 0 for the purpose of determining its mana value.

If a nonland permanent has no mana symbols in its upper right corner (because it's a token that's not copying something else, for example), its mana value is 0.