What?! Of course you can make things blow up...
You make objects breakable by tying them to the entity func_breakable.
You set a Strength (ammount of damage the object takes before it breaks/explodes), Material type, and Explode magnitude here (set to 0 if you want the object to just break, not explode), among many other attributes.
Just don't make many objects breakable/explodable because that won't be gentle to the r_speeds of the map.
Making something like a breakable wall in a map to hide an easter egg is fine, making a room full of many, many breakable/explodable boxes wouldn't be.
Just experiment, and good luck.