Explosion FX is a much older way of doing that kind of thing and as such doesn't work real well with Dynamics but you can get them to interact (at least in Studio) with a Fracture object like this
4486_explosionfxdynamics.c4d.zip
Note Dynamics moves the object but not the Explosion FX child (that's just the way it works) you have to set off the explosion right away or the whole thing looks wrong.
A much better way of doing this is to use dynamics and something like the Thrausi plugin for cutting the object into pieces.
