You get the gunpowder from the Great Wall of China (6 o'clock 1593 AD). It is to the lower right. However, since you are there, you can also recover the Thor Amulet from the upper right.
When you set off the gunpowder, you will enter the cave with a wooden torch, which will rapidly burn out. You must quickly locate the vase. Go down, up, up, up, across, down , and left, jumping three puddles of water at the end.