Which chapter of the Hunger Games does Prim die?

346-347.

The president of district 13 and the rebel, president Coin, was the one behind the explosion that killed her. The reason she did that was to make Katniss believe that Snow did it and therefore, to make Katniss' hatred for snow stronger, and so that she can have Katniss behind her. Because Coin believed that Katniss wouldn't be loyal to her and wanted to do everything, and anything she could do that would make Katniss be on her side.
at the end of chapter 24 and the beginning of chapter 25