In order to get an explosively formed projectile (EFP) with good shape and penetration within a short distance, the formation of EFP and the process of its penetrating concrete in a multistage tandem warhead were studied by numerical simulations in this paper. Optimization of the EFP structure could make its subsequent missile carry more explosive, and also enable the EFP to penetrate a hole with the proper diameter and depth in concrete. The key steps and treatment methods of the numerical simulation were summarized. The effects of the thickness and cone angle of the liner and the detonation of the shaped charge on EFP were studied. The results showed that the annular detonation is favorable to form an effectively EFP in the two-dimensional axisymmetric model; the diameter of the EFP increases and the penetration depth decreases with the liner thickness increasing; the velocity of the EFP decreases but the diameter increases with the liner angle increasing.