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.
In the original game, if you used the Blaster Launcher twice in the same spot on the outside hull of the UFO, it would make a hole. This made the game very easy to clear out any aliens hiding inside.