That is simple.
Find the ROBLOX folder that holds system stuff, go into it, and find the explosion texture and edit it.
It changes only on your computer.
I don't really get the point. Explosions aren't something you make. Explosions are Explosions. Maybe the admins COULD make some sort of different explosion, I don't really know.
Not true. I can still do it.
I had to search for a LONG time to find the folder though, it used to be shown, not hidden.
C:\Users\-username-\AppData\Local\Roblox\Versions\version-22522b40eade46a7\content\textures