Can someone explain to me the science behind an asteroid collision?

I’m fascinated with the destructive power asteroids/comets can have, and doomsday scenarios and all that.

I don’t understand exactly how they destroy things though.

I got confused when that asteroid hit Russia a couple or so years ago. Remember that? I remember asking someone what the asteroid looked like, but they said the asteroid disintegrated before it hit the ground.

Then how come in the videos it sounds like it landed and it was able to cause damage?

Is the damage created through soundwaves then or something like that as the asteroid “crashes through” the atmosphere?

How come they also say that most doomsday asteroid/comet movies are unrealistic in that you would never actually see the celestial body falling in the sky to kill you? Supposedly, you would already be dead before a really huge asteroid even hits the earth. You wouldn’t be able to see your last moments looking up and being like “Oh hey, there it is”
I just have trouble picturing how and why that happens.