In UFO: Enemy Unknown/X-COM: UFO Defense, sometimes when you shoot down an enemy ship in the Geoscape, it will have a hole at the top of the ship. Is it possible to use, for example, multiple heavy explosives to put such a hole in a ship from the Battlescape?
Not Heavy Explosives, no.
The floor of UFOs (including the outside roof, which counts as a floor, as far as the game is concerned) are definitely destructible, but are quite durable. The internal floors / walls are slightly less durable.
As you've seen yourself, shooting down a UFO causes one (or more) of their engines to explode, which has a chance to destroy the roof.
Unfortunately, terrain destruction requires a certain threshold of damage to trigger, and the only item in X-Com's arsenal strong enough to breach the hull of a UFO is the Blaster Launcher.
It is worth noting that explosives always do a fixed amount of damage to terrain, so if one HE explosive didn't blow it up (and/or change the tile to an alternate, "Damaged" tile), the second one won't either. Terrain can't take partial damage, so you can't detonate several HE's over a couple of turns to get around this, either.
Finally, Explosives in cannot stack. It is not viable, for instance, to throw 3 HE onto the same tile to increase the damage dealt; the terrain will only take damage from the first.
This page in the UFOPaedia has more.