Unable to progress in the Niko's Explosives Quest

I'm a rather new player and even after searching online, I still haven't been able to get a straight answer. I was very unsure as to where to find the Fractured Wall you were supposed to use the single explosive that Niko gives you in the tutorial on and as a result I wasted it with nothing in return. For now, I appear to be at a stalemate. I don't have any more azurite to make another dynamite to progress any further, does anyone know what I should do going forward? I heard something about Niko spawning in and giving you items but I still don't really get how I can get that to happen. Any help or advice would be greatly appreciated, thanks.

Edit: Thanks to the help of Ludvator, I now have my problem resolved.

the quest is irrelevant. It is just a tutorial.. behind fractured walls there are chests with items and sometimes a path to a hidden node, but nothing important for the progress..

you have to collect sulphite to play the mine. you find it randomly in the wild in campaign from act 4, or as Niko missions/sulphite scarabs in endgame maps

As Luvator said, that quest is not important. It should be very low priority.

When you start delving, your highest priority for spending Azurite is to buy darkness resistance, and then darkness radius. Resistance maxes out at 75% and radius maxes at 150%. So early in the delve, concentrate on gathering Azurite and getting those two maxed, especially resistance. As you get deeper, you need to keep adding more to those to keep them maxed.

In other words, early on you should not be wasting Azurite on buying flares and dynamite for that quest. Resistance is much higher priority.

Once you have resistance maxed, and radius close to max, then you can try some fractured walls.

You find fractured walls in side passages that branch off the main route (the route with the lighted cable). After the cart reaches it's destination and you do the encounter, then the route of the placed cable is safe to walk without the cart, and does not use sulphite. So you can walk any route you've completed in the past without using sulphite.

There are two kinds of fractured walls. Or I should say they "guard" two types of passages. The more common is close to the main passage. It is usually within maybe 1/2 to 2 screens of the main route. So take short trips up side passages to check for fractured walls. They look like a passage that's been boarded up.

The other type of fractured wall guards hidden nodes. These can be much further from the main route, and can be much harder to find.

The best place to find the first type is along LONG routes between nodes. They can appear along shorter routes, but the best way to find them is along routes that cost twice as much sulphite to make the initial run with the cart. So if a normal length route costs 50 sulphite, then you might find longer routes that cost 100-150 sulphite. Those more expensive routes usually (always?) have a side passage with a fractured wall.

When you get within 1/4 - 1/2 screen of a fractured wall, there will be a light blue icon on the mini-map. The icon will disappear when you walk away. Keep an eye out for these while you follow the cart, since sometimes you can see them from the main route. Until you get better at it, you should probably go back later instead of doing them while the cart is still moving.

So once your resistance is up, take short trips down those side passages to find walls. Until you get a better feel for it, it's probably best to only go 1/2 - 1 screen down side passages, then turn around back to the main passage. Don't waste flares exploring a short distance like that. Just take a quick look, and go back.

There are dozens of Delve guides on Youtube. Maybe check them out.