you need to be in multi-player or a server to make the TNT work.
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If you mean classic (Which I think you do) It wasn't made to explode (as is: It can't)
I assume you mean TNT. All you have to do is hit it.
redstone torch
The ID (code) for TNT in Minecraft is 46.
The previous way to explode TNT was by punching it. However, you can also make the TNT explode by placing it near lava (a timely manner to explode it), clicking on it with flint and steel, or any contact with fire. If you were not in classic, it could also be ignited by Redstone or fire charge or even a fire arrow (assuming you have the latest version of Minecraft). In the related links below, I have listed the wiki article for TNT.