Fireworks require several components to provide the entertainment they do.
Most modern fireworks have their launch charge ignited electronically. In order to make colored stars, various chemicals can be added. Copper salts can give blue colors, strontium salts make them red and barium salts give green. We showed several of these colors on Live at 11, only we ignited them by a cool, sterno flame rather than a high explosive, fireworks shell. There are lots of web sites about fireworks.