Fireworks were a type of explosive fired into the sky to produce decorative lighting effects. They were typically used in completely inoffensive ways, as with celebrations.
The aural similarity between fireworks and guns was something the Second Doctor, John and Gillian once used to defend a South American village. Beset by a much larger and more aggressive people, one village seemed doomed to annihilation, until the Doctor rigged a system of fireworks to mislead the raiding party into believing the village was much better-defended than it actually was. (COMIC: The TARDIS Worshippers)
Fireworks were regularly used in the United States to mark the Fourth of July. On hearing typical Fourth of July fireworks in New York City, newly arrived Italian immigrant Angelo Colasanto mistook them for the sounds of battle. (TV: Immortal Sins)
When Earth was returned to its proper location in space thanks to the Tenth Doctor and the "Children of Time", many locales set off fireworks. One prominent display was seen over the Sydney Harbour Bridge in Australia. (TV: Journey's End)
In 2017, there was a freshers' party in a park nearby to 11 Cardinal Road, which included a fireworks display which was visible from Eliza's room. This convinced Eliza to kill herself. (TV: Knock Knock)
The Thirteenth Doctor brought her friends to see cosmic fireworks as they completed nineteen visits to different New Year's Eves in history. Graham O'Brien told her that it was the best fireworks display he'd ever seen. (TV: Resolution)