Can drones sniff explosives? I think that would be very expensive, they can have metal detectors, and mark suspicious sites for someone (or something, like a different digging drone) else to check.
But rats can sniff explosives and do so succesfully.
I don't know how it works for rats, but I assume it is like with dogs. If you have already a trained dog, you make the same exercises with the trained and the untrained dog, so the untrained dog can just watch what the trained dog does and imitate it.