How do I make that when a location centers on a player.
And make an explosion with an X shape
Or a square explosion around the unit with the location centered?

http://www.staredit.net/wiki.php?article=Grid_SystemsMoblie Grids might help o:

To elaborate on how it works...
The wiki article linked by Burgled tells you the patterns in which units get created/removed. Using this knowledge you create a large grid of units and remove some of the units (no explosion) and kill the other units where you want to have an explosion of your shape.
Figuring which units to remove/kill to create the desired shapes isn't terribly hard to do but it requires quite some work and possibly testing, so you'll have to do that on your own.