Expanding on what the above poster said, you will need both the explorer for your navy and the conquistador for your army in order to find Cuba. Once on the island, you will only need the conquistador to discover the other provinces. During that time, you should probably have your explorer go around the island and open up the Caribbean.
One other thing. Explorers can make finding coastal provinces much easier than offloading a conquistador. Just patrol the nearby waters with an explorer and the adjacent provinces will be discovered rather fast.