Once you downloaded the blendfile its easy to apply the shaders:

1. Insert the desired shader by appending (file/append/...choose pyro_shader_V3.blend.../ objects) the object you want, into your scene.
   
   
2. Place, rotate and scale the object in your scene. The shader is set in object coordinates, but small details and turbulence wont stretch due to unproportional scale values in xyz. this way you can adapt the shape of the explosion to more elliptical directed blasts.
   
   
3. Animate its time with two keyframes (Explosions need a time animated from 0 to 1, landing dust can be timed above 1. Note that the shot debris shader has a modulo node to loop from 0 to 1)
   
   
4. Adjust the rest of the parameters. It is recommended to switch to rendered view in your viewport, for direct feedback on the shader. Get sure to add further nodes into the parameter slots, to add unique detail to your explosions (for example a big fractal texture as density input will make a very inhomogenous look of an explsoion...) The mesh can be adjusted to the shape in edit mode, so that it fully surrounds the cloud.
   
   
5. Whenever the explosion gets bigger than the cube mesh, goto edit mode and adjust the mesh so that it covers the whole explosion. 
   
   
6. In cycles, render settings and material settings can be set to less noisier results. Choose material-tab/settings/ volume settings: cubic interpolation, and equiangular or multiimportance for each explosion material. In the rendertab und volume settings maxstep: 32 steps work fine. Stepsize should be set according to the size of your mesh. Something between 0.1 and 0.5 works quick usually (the higher the faster, but less accurrate).
   The pyro-shader has a transparency node for areas with low density (<0.05)to avoid unnecessary raymarching.