I would say this is kind of straight forward, but it's a bit tricky I think.

1) Walls/objects need to be hit with a "3" printed damage attack to be destroyed, right?

2) Can you use EE when making that attack to destroy that terrain/object? (Since it clearly says "3" damage printed is required, isn't the object/wall/etc being dealt damage to break it?)

3) If you trigger EE, can it catch the adjacent characters to the object/blocking/etc with EE damage?

4) Can you make the attack and use with EE to destroy a whole chunk of terrain/objects/etc since EE's damage = "printed bolts" when it kicks in. So, 3 bolts = 3 "printed" damage, right?

Thanks for anyone that has input on this one.

Nope. Check the bolded text.

1. Yes

2. No, I dont have a link, but it states in energy explosion that the splash damage effects other figures and thus can not be used to damage terrain or objects.

3 and 4... You cant EE off of terrain or objects, so no.

You should also check your whole text, because that is not the current wording for Energy Explosion. This is:

When this character is given a ranged combat action and
deals damage, an area of effect may include all untargeted
characters that are adjacent to one or more hit targets
assigned at least 1 damage. Hit targets are dealt damage
normally, other hit characters are dealt 1 damage for each
printed on this character’s base.

But the point still remains the same. Only characters can be included in the area of effect.

Also, you can't attack a character and terrain with the same attack.
2014 rulebook page 12:

No game effect can target or attack a character in addition to a piece of terrain or object with the same attack, even if they occupy the same square.

You can't normally target a terrain and character, but it is possible (CW Iron Man).

Oh yeah... how'd I miss that? Thanks for catching my mistake.