You are only required to carry out management instructions that are reasonable and would not involve you in breaching your contract of employment. They should not put you or any other person in danger, or contribute in any way to carrying out a criminal offence.
If you are asked to carry out instructions that you believe are unlawful or dangerous, you may find some useful support from the whistleblowing charity, Protect. (It used to be called Public Concern at Work.) Protect has, which also has a free confidential helpline for advice on whistleblowing. Tel: 020 3117 2520. They can help you decide whether to raise the concern and the best way to do that in your particular circumstances.
If your concerns are about health and safety, check out the Health and Safety Executive website.