Wheat flour is kneaded with water to get a homogenous paste. This flour is made into a poori and fried in oil heated to more than C. This temperature is higher than the boiling point of water ( C) and so the water (in liquid state) in the poori is converted into steam (in gaseous state) which occupies a greater volume. This results in the poori swelling up.
One can see steam bubbles escaping from the oil before the poori is completely fried. Actually, only a small quantity of water converted into steam is trapped between the layers of poori. When the volume of the steam trapped exceeds a certain level, the poori bursts.