Most explosions in Source are just
particle systems emitted by the entity
info_particle_system (or sometimes by animated props). To create the explosion, pick an explosion particle system from the list and stick it in your particle system entity, then fire an output from your trigger to the particle system to start the explosion animation. This alone, however, will not actually destroy a wall. To create a destroyed wall effect, you have a couple options. Like Vel0city said above, you could model and animate an exploding wall prop, but this will be difficult, especially if you don't know how to model, and most people on here probably don't care to model it for you without some kind of reward or payment. Alternatively, you could use a
func_breakable as your wall. This entity is capable of destroying itself and producing flying gibs when sent an input. I think the gibs use HL2 textures though, so those may look out of place in TF2. If you want to go really simple, just use a func_brush and disable it during the explosion. The wall will just disappear from view rather than spawning gibs, so I'd recommend an explosion effect that completely engulfs the wall.