theres a free tut amongst the tuts here called 'ring of fire ' that will give you the shock wave,.. the explosion is a lesson on its own .., the sound was probably put and synced in with a video editor like FCP or Premier.., theres a lot of ways to put the sound in.., you could use 'windows movie maker.'

you are asking a lot here, someone would have to point you to a tut or spend a lot of time explaining it to you.