Creating a shockwave

How would I make a shockwave like 0:48 of this video?

Also, it would be appreciated if you told me how to make the dust too. Thanks.

I did not watch your video, but I believe several tutorials on shock waves are out there. Andrew Price did one and I think 1st grade calculus did one too. Search "blender shockwave tutorial or blender explosion tutorial you should find a tutorial that gets you started.