Do we see examples of expositional preaching in the Bible?

Yes. Some of these are more distant historical precedents and some of these are clear examples of expositional preaching—preaching that explains and applies the main point of a biblical text.

1. Levitical priests taught the law. In addition to offering sacrifices, the priests of ancient Israel were to explain God’s law to the people so that they would understand and obey it: “They shall teach Jacob your rules and Israel your law; they shall put incense before you and whole burnt offerings on your altar” (Deut. 33:10).
2. Ezra and the Levites gave the sense. During Israel’s return from exile, when all the people gathered to hear the law, Ezra and all the Levites traveled among the people and explained it to them. “They read from the book, from the Law of God, clearly, and they gave the sense, so that the people understood the reading” (Neh. 8:8).
3. Prophets were to speak God’s Word, not their own thoughts. In the book of Jeremiah, God condemns false prophets for speaking their own thoughts and visions instead of the Word of God. “And the Lord said to me: ‘The prophets are prophesying lies in my name. I did not send them, nor did I command them or speak to them. They are prophesying to you a lying vision, worthless divination, and the deceit of their own minds’” (Jer. 14:14). A prophet’s job—like a preacher’s today—was to faithfully proclaim all that God had revealed, and nothing else.
4. Jesus interpreted the law, prophets, and writings. On the road to Emmaus, Jesus took two disciples through all three parts of the Hebrew Bible and demonstrated how the point of the entire Old Testament was him (Luke 24:27, 44).
5. Peter expounded the Psalms. On the day of Pentecost, Peter stood up and expounded Joel 2:28-32, Psalm 16:8-11, and Psalm 110:1 as they related to the day’s events and the recent crucifixion and resurrection of Christ. True, Peter didn’t expound just one passage or do so in exhaustive detail, but he did explain and apply those texts of Scripture as they related to Christ’s work and his hearers’ sin.
6. Hebrews is an expositional sermon. Much of the book is devoted to explaining parts of the Old Testament in light of the work of Christ. For example, Hebrews 3:7-4:13 is an extended exposition on portions of Psalm 95.

Scripture furnishes many examples of the leaders of God’s people explaining and applying God’s Word to God’s people.