You have to destroy 1 monster. If there are no other monsters then you have to destroy "Zaborg the Thunder Monarch".
"Zaborg the Thunder Monarch"'s effect targets.
If you target "Chaos Command Magician" with "Zaborg the Thunder Monarch"'s effect, the effect is negated.
If you Tribute Set "Zaborg the Thunder Monarch" face-down the effect is not activated.