I don't want to start quibbling about abuse of the word "literally", but that's not what happened. As well as policemen, there were a couple of MI5 agents pursuing Menezes, and she gave them permission to act on their own initiative. It's those guys that cornered him and shot him dead.
I think she made a terrible decision; but she didn't literally give the order.
I think she made a terrible decision; but she didn't literally give the order.