Hi Iois,

Force.com explorer can be used to inspect the schema in the organization and build and test the SOQL queries, but you can not insert, update or retrieve the records.
This explorer requires Adobe Integrated Runtime on your machine to work.

With data loader you can perform retrieve/insert/update/delete. and data loader can be used without any flash application on your machine.

Hope this helps!

Regards

Mayank Tripathi