choose. You should choose "explored". "They explored the continent of Africa..." They went to Africa and had a look. Made maps. "They expanded the knowledge about the continent of Africa in the 19th century." They told other people about Africa. Expanded their knowledge.

If you use "expanded the continent of Africa", then that means you have made Africa physically larger. Or inflated. A feat of engineering! So be sure about what you're expanding - Domasla's suggestion of "expanded the knowledge" makes perfect sense.