Right click the entity and there is Exploadable: Yes/No, and you know what that means. And if you want it to explode, when you shoot at it, put it's life to something, like 25 or so. If you don't want it to break, then life should be put to 0. And if you want it to explode in a certain amount of time, then there should be something like: "Spawn Life:" Add a number of how many seconds you want it to live, like; Spawn Life=3, means, it will exlpode in 3 seconds.

Hope this helps! And using trigger zones and this method, can make your games even cooler!