The short answer to your question is no. In a few cases, heat actually makes some things contract rather than expand. The best example is water. When ice is heated from 0 to 4 degrees C, it actually contracts. The water molecules get closer together and the water occupies less volume. However, above 4 degrees C water expands as it is heated like most other liquids.

In general though, heat makes solids, liquids, and gasses expand. In the case of solids a property called the coefficient of thermal expansion determines how much a solid expands as it is heated.Something like polyethylene (a commonly used plastic) has a high coefficient of thermal expansion. Pyrex glass has a low coefficient of expansion which is why it is used for baking dishes. Other types of glass do not work very well for baking. When we heat up glass that has a high coefficient of thermal expansion, the glass expands. If it is then placed against something much cooler like a metal sink or stove top, the part of the glass touching the cooler object cools faster than the rest of the glass. The cool part of the glass contracts while the hot part does not so stress develops in the glass.Since glass is brittle, the stress can cause it to crack (or shatter in the worst case). This is less likely to happen in Pyrex glass which does not expand as much in the first place.

Liquids also have a coefficient of thermal expansion. When you heat most liquids, they take up more volume than they did when they were cooler. Liquids like water that do not follow this behavior have an egative coefficient of thermal expansion meaning that they do the opposite of expanding when heated.

Gases also expand when heated and they follow the Ideal Gas Law which states that the volume occupied by a gas is proportional to the temperature and the amount of gas and is inversely proportional to the pressure. As an equation, this is stated
PV = nRT
where P is pressure,V is volume, n is the amount of gas, R is a constant, and T is the temperature in Kelvin degrees. For non-ideal gases (which means real gases)the ideal gas law usually does a pretty good job of describing the trends in their behavior although it usually needs to be modified slightly to be totally accurate.

More significant volume changes occur with phase transitions. Phase transitions also require heat to be added to a system. When a solid melts to form a liquid or a liquid vaporizes to form a gas, a significant change in volume occurs. Usually the volume change is an expansion. One gallon (3.78 liter) of water at 100 degrees C boils to form 1307 gallons (4948 liter) of steam at atmospheric pressure. In a few cases though, the volume contracts. Again, water is the special case. When ice melts, the volume of the liquid is less than that of the ice. This is usually stated as ice is less dense than water and accounts for the reason that ice floats in water instead of sinking like most solids would do in their corresponding liquid.

As far as explosions go, think about the case of a balloon filled with air (which is made up of many gases). Heating causes the gas to expand inside the balloon. The expanding gas pushes against the rubber balloon. The balloon gets larger and larger until the rubber cannot hold the gas in. Then it tears and since the pressure outside of the balloon is much less than the pressure inside, the gas rapidly expands and leaves the volume that was once enclosed by the rubber. Explosions occur due to a rapid change in volume like the case of the balloon.Sometimes they are caused by heating but they can also occur due to chemical reactions, nuclear fission or fusion, and electrical arcs.

On a fundamental level, heat (temperature) quantifies the movement energy of the atoms or molecules that make up a "thing" - the higher the temperature, the more movement energy. For gases and just about all solids and liquids, this equates to higher temperature leading to more movement i.e. expansion. A notable exception is water, which expands on freezing. That's why e.g. lakes freeze from top to bottom, and is of key importance for life!

As a function of increasing temperature, (most) matter goes from solid to liquid to gaseous state. The latter transition entails a large change in volume, about a factor of 1000 typically. If you confine the material at this point and heat enough, there can be an explosion as it eventually destroys the container, e.g. dry ice in a soda bottle. Other compounds are unstable at high temperatures and undergo a chemical reaction into gaseous products - that is a typical explosive. Explosiveness in that sense is quite rare. Many materials will degrade into e.g. solid and gaseous products, not really explode, or they may burn instead given a suitable environment (with oxygen in it).