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.
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)
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)
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)