Yes a moonshine still can explode and they are very dangerous to operate which is one of the reasons that moonshine stills and moonshine are illegal.
Moonshine is very flammable and explosive during the distillation process and they can explode when something goes wrong such as a leak.
If there were a leak in the moonshine still and a spark was created then the spark or any other potential flame source could set off the still.
So it's very dangerous and illegal to operate a moonshine still and if caught you could face a year in jail or even 10 years in prison plus any fines.
If you see a moonshine still you need to report it because it is a danger to the people near it as the moonshine still can explode and injure other people and destroy there homes etc.