Change set coverage for data and destructive changes
Key Takeaway
A change set carries only changes you can make through the Setup menu, never data such as records. It can add or update components, but it can't delete or rename them.
A change set moves customizations from one Salesforce org to another, for example from a sandbox to production. It doesn't cover every change, so you need to know which changes you have to make directly in the target org instead.
What a change set carries
Change sets send customizations between orgs that are affiliated with a production org, such as a production org and its sandbox.
For example, you can build and test a new object in a sandbox. When the object is ready, you send it to production in a change set.
A change set can contain only modifications you can make through the Setup menu. It carries information about the org, not data such as records, so you can't use a change set to upload a list of contact records.