If you mean something like the nukes in C&C:Generals, you can do this pretty easily in Glest. Just give a unit a massive attack with a high EP cost. Currently there isn't a way to have attacks cost resources per se, but you could have the nuke as its own unit (thereby costing resources) with a powerful short-range attack with a splash powerful enough to destroy the nuke itself. That way it would work a little more like a cruise missile than an ICBM, but you'd get the general effect.