depends on where your farm is located in comparison to the fireworks, and how sensitive your horse is to them.
i worked at a jumper barn that had the huge professional fireworks less than 10 miles away, and those horses went in the barn with the top doors shut. fancy jumper horses...some of whom would run too much and hurt themselves because they are are not sensible...
but i've left my own horses out, with medium sized fireworks in the neighborhood and the horses looked and goofed for a few minutes, then settled and didn't care anymore. a sensible tb and a pony...