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The Dukes technique was to tape a stick of dynamite to an arrow, light the fuse and shoot it at the outhouse, or similar target. In movies and on TV, you are not bound by the laws of physics. In real life, the weight of the dynamite on one side of the arrow would have made it unstable and inaccurate. Also it would be nearly impossible to cut the fuse to the exact length necessary for it to explode at just the right instant.

Dynamite is a reasonably safe explosive because it takes considerable effort to make it explode. You can drop it, stick pins into it, burn it, and usually it won't go off without a cap attached. I can't remember if I learned that from coal miners or by watching cowboy movies.
Howard