The phenomenology of the explicit CP violation in the Higgs sector of the next-to-minimal supersymmetric standard model (NMSSM) is investigated, with emphasis on the charged Higgs boson. The radiative corrections due to both quarks and scalar-quarks of the third generation are taken into account, and the negative result of the search for the Higgs bosons at CERN LEP2, with the discovery limit of 0.1 pb, is imposed as a constraint. It is found that there are parameter regions of the NMSSM where the lightest neutral Higgs boson may even be massless, without being detected at LEP2. This implies that the LEP2 data do not contradict the existence of a massless neutral Higgs boson in the NMSSM. For the charged Higgs boson, the radiative corrections to its mass may be negative in some parameter regions of the NMSSM. The phenomenological lower bound on the radiatively corrected mass of the charged Higgs boson is increased as the CP violation becomes maximal, i.e., as the CP violating phase becomes $\pi/2$. At the maximal CP violation, its lower bound is about 110 GeV for 5 $\leqslant \tan \beta \leqslant$ 40. The vacuum expectation value (VEV) of the neutral Higgs singlet is shown to be no smaller than 16 GeV for any parameter values of the NMSSM with explicit CP violation. This value of the lower limit is found to increase up to about 45 GeV as the ratio ($\tan \beta$) of the VEVs of the two Higgs doublets decreases to smaller values ($\sim$ 2). The discovery limit of the Higgs boson search at LEP2 is found to cover about a half of the kinematically allowed part of the whole parameter space of the NMSSM, and the portion is roughly stable against the CP violating phase.
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