The point, ultimately, was to figure out which of the pneumatic tubes in the network they needed to deliver the explosives through.

There was no way to know which tube goes where from the room they had access to. So they devised a plan using cockroaches. They put a different color (painted with nail polish by the sister) in each of the tubes. Then they had a cake delivered to Gleema (who is an employee there, worked in the vault during the day), knowing that she would do the American office thing and share it with her colleagues. But Gleema was quickly called back out for the hit and run on her car, and made to fill out a bunch of paperwork by the (fake) cops. This kept her busy, so that by the time she got back in, the vault had automatically locked. Her colleagues had (somewhat unrealistically) left the cake out in the open, sitting there in the vault, perfect cockroach bait. The roaches that were in the right tube made their way towards the food during the night, and when we see Gleema come back to work the next morning, there's pink roaches all over the cake. (Fake) exterminators are called, and they can confirm that it's the pink roaches that ended up in the vault, and relay this information ("Code Pink") to the Logans. This is how they knew what tube to deliver the explosives through.