Heat bombs look similar to red jewels and a faint red-tinged glow outlines them. It can be stuck on presumably any solid surface, suggesting that they have something sticky or vacuum-like underneath. After a certain amount of time passes, it detonates with a thermosalient effect.
The heat bombs were used while the Princess Prom was in full swing. Scorpia, when Glimmer wasn't keeping an eye on her, placed them on pillars all around the ballroom and hallway. Catra used them to capture Bow and Glimmer, which would then lure Adora to The Fright Zone. When they set off, they burst to shatter the ice of which the Kingdom of Snows Castle was made. Frosta used the power of The Fractal Flake to reverse the damaging effect of the bombs, subsequently putting every crumbling piece of the castle back together.