For an instant, temperatures of millions of degrees develop causing violent expansion and radiation - the explosion. This is why no nuclear reactor can explode like a nuclear bomb. This is just as well since reactors contain tonnes of uranium whereas a bomb needs only a few kilograms. Engineers slow down the neutrons with a moderator which increases the likelihood of them smashing another U-235 atom to continue the reaction. In PWRs, the water slows the neutrons and also cools the core.
Powerful pumps cycle the hot water out of the reactor core into enormous steam generators.
In AGRs, large fans force carbon dioxide around the core to remove the heat. The hot gas then heats water to raise steam. This means that if the reactor should loose its coolant in an accident, it would effectively shut itself down. Because of this inherent safety, BWRs don't need the large containment domes and the complicated emergency cooling systems which characterise the high pressure PWRs. They don't need the PWRs' enormous and leak-prone steam generators either.