Where can I find the rules for how grenades and other explosives are handled, please? I do not see anything for if you fail the roll to toss a grenade at enemies, for example.

Grenades are in the main rule book. Demolitions charges are in Dangerous Covenants

Review "Blast" in the weapon effects section.

But does it also cover if you miss?

It does, and if you score 3 advantages even on a miss you can still inflict the base Blast effect. If you fail or miss spectacularly, with lotsa Threat or a Despair then the real fun starts. I think given environment on a simple miss and non Blast activation for insufficient Advantages or lack of any Threats or Despairs, a narrative result could still be quite bad.

Is there a good place to miss with a thermal detonator in an engine room? I think not. Of course probably not a good place to use one at all, but you get my point.