Explosive Delivery scatters more explosive crates around London. You can pick one up and carry it, or light it where it stands.
Explosive Delivery is entry 5 of 9 in the Insider branch, one of the three branches (Ringleader, Insider and Swindler) on the Rooks' 39-upgrade board. It is bought with money and materials, not skill points: £2,000, 50 Metal, 50 Chemicals. Before Explosive Delivery unlocks you need Delivery Service.