A bomb was tossed into the Corleone compound, according to the book - as others have stated here. I could understand the confusion if you haven't read the book.

However, I do think these few seconds when Kay asks Tom about the car should have been edited out of the movie. Maybe this was an oversight during the editing? After all, FFC was forced by Paramount to cut the movie length a few times. Otherwise, I don't see what it adds to the film.