Exploding walls and ground

#1 You are being VERY vague, so my answer will also need to be vague.

You will need to make a .dif object with an already exploded wall, and then make a dts object that will cover the hole.

THen make a function where the dts object disappears whenever you want the wall to explode, and add a particle effect as the explosion.

#2 I don't think there are any tutorials for doing this.

But you can make a .dts model with multiple animation sequences representing various levels of damage. Use script to keep track of damage and change to the appropriate sequence once a certain level of damage has been sustained. You could then have debris and an explosion for when the wall is exploded. Very simple really.

There is a resource for deformable terrain. Once your wall is destroyed and removed you could simple deform the terrain at that location.

#3 If you mean like meshes that adjust to structural damage(as in the Unreal Engine 3.5 tech demo) that is not possible unless you mod the engine extensivly(Note: i dont know nothing about this area, but my best guess would be that it would be quite hard to implent).