Differently from people, pets don’t associate the noise, flashes, and burning smell of pyrotechnics with celebrations. Pets are terrified of fireworks, and often panic at the loud whizzes and bangs they produce.
It doesn’t have to be that way though, so don’t ignore the problem. Firework phobia is a treatable condition and animals don’t have to suffer such misery every year. Seek advice from your vet who will, if necessary, be able to refer you to a professional clinical animal behaviourist.
There are also lots of simple things you can do to help your pet deal with fireworks. By preparing in advance before fireworks start your pet will be better able to cope with the distress.