The key to this is experimenting if you don't succeed the first time, try again using different materials or bigger rocks.
- Flick the gun powder out of 20+ caps
- Collect some very small rocks
- Pour the caps and the rocks onto a flat tissue
- Pick up the corners of the tissue and lift them up to connect above the rocks and powder
- Sticky tape them together
- You should now have something that looks like the above picture
- Make sure there are no gaps or holes
- Throw hard at the ground (preferably on a hard surface)