Most engineering structures are composed of basic components such as plates, shells, and beams, and their dynamic characteristics under explosion load determine the impact resistance of the structure. In this paper, a three-dimensional composite steel structure was designed using a beam, plate, and other basic elements to study its mechanical behavior under explosion load. Subsequently, experiments on the composite steel structure under explosion load were carried out to study its mechanical behavior, and the failure mode and deformation data of the composite steel structure were obtained, which provided important experimental data regarding the dynamic response and mechanical behavior of the composite steel structure under explosion load. Then, we independently developed a parallel program with the coupled calculation method to solve the numerical simulation of the dynamic response and failure process of the composite steel structure under explosion load. This program adopts the Euler method as a whole, and Lagrange particles are used for materials that need to be accurately tracked. The numerical calculation results are in good agreement with the experimental data, indicating that the developed parallel program can effectively deal with the large deformation problems of multi-medium materials and the numerical simulation of the complex engineering structure failures subjected to the strong impact load.