Suppose an entity from a higher dimensions who can experience time flowing both forward and backward wants to understand our world and how far humanity have advanced in tech and science, is it possible to explain entropy to them since I suspect that it will be similar to telling them about a solid wall when there is an extra spatial dimension on top of x, y and z dimension.
It shouldn't be too hard in practice.
Consider that you're having a conversation with one of these beings. It'll take a while for them to work out what's going on, but once they understand that they have to jog along at a steady pace in time to be able to communicate with you, they'll understand a lot more about our perception of the world.
As soon as you can talk to them, they'll understand our perception of time, and that to us, time has a fixed direction and "speed". Once you're past that, it's just a matter of explaining it to them as you would to anyone else.
Sure, you simply describe it according to it's time axis. You give it point 1 (now) and point 2 (again, now, but the later now than before). Now you can calculate a vector from point 1 to point 2, that is the positive direction of time. So then you change the scalar of time in the thermodynamic equations for the vector of time. Tada, you added the extra dimension to your equations.
The other question is, at what point of time does the 4 dimensional being want to know about our advances? It can move in both directions of time, right?
This being might have already observed that for some reason unknown to him all things in our world move always and only in one direction in the dimension we call time.
Explain that entropy is what defines the direction of time: "we" can only move in the direction where the entropy increases. So we can let a bottle of perfume open to evaporate and fill a room, we will never have a scented room spontaneously fill a bottle of perfume.