We all know that sound doesn't travel through space. The Director, Nolan, avoided sounds in space through most of Interstellar, but when Mann's (Matt Damon) spacecraft is destroyed, a huge sound is developed. Why?
Sound normally* cannot travel through a Vacuum. A Vacuum is defined as an absence of matter. Sound is kinetic energy, vibrations, traveling though a medium, such as air, water, or solid matter.
An explosion like the one produced by Matt Damon's character, Dr. Mann, carelessly attempting to dock the stolen Ranger I with the Endurance, is full of matter. Oxygen from the escaping crafts, fire, debris. The highly populated location surrounding the craft is not a vacuum yet, until it is ripped apart by the surrounding vacuum into the smallest atoms it can. There will soon be very large gaps between the material from the explosion. But at the time of the explosion, matter is close enough that sound can still travel.
That said, there are two reasons for the sound in the film.
The camera is inside the Air Lock when it happens. It, and the audience, should hear that. Until it changes to outside of the Endurance, where it goes mute.
The sound you hear, is the Air rushing out, due to the vacuum of space. There is no explosion heard, just rapid decompression. Sharp Crack, low Woosh, Silence.
See this clip (in spanish, can't find it in English without added sound effects):
When the camera switches to outside, when the explosions happen, everything is quiet. So is Coop and Brand's view of the explosion. They see it, they don't hear it.
*The special case is electrically coupled sound, in that limited test, two piezoelectric crystals separated by a vacuum. Sound waves induce a physical change in crystal A, which produces an electromagnetic force that induces a physical change in Crystal B, which causes the sound waves to be reproduced in Crystal B. Neat.