"Grenades!" isn't a standard Magic keyword—it doesn't appear on official cards or in the comprehensive rules. You may be thinking of a card, a joke/silver-bordered effect, or a homebrew mechanic, but there's no real ability by this name to explain.
If you encountered it in a specific context—an Un-set card, a custom cube, or a misremembered name like "Goblin Grenade"—let me know and I can clarify. Goblin Grenade, for instance, is a classic red sorcery: you sacrifice a Goblin to deal 5 damage to any target for just one red mana, making it explosive (pun intended) in aggressive Goblin decks.
In Commander, the takeaway is to verify card text via Gatherer or Scryfall before relying on an effect, since unofficial or misnamed abilities won't be legal or enforceable in standard EDH games.