Short answer: plan ahead, give your dog a safe space, and do not punish fear.
The RSPCA says many animals find fireworks scary and that in the most dangerous cases they bolt. It says never to punish a scared pet, because they cannot help their fear response. Dogs Trust lists signs that fireworks are affecting your dog and what you can do. If you are worried about your dog's reaction to fireworks, talk to your vet.
Set up a safe space ahead of time. See a safe space for fireworks, a dog who will not go out after fireworks and fear of storms. Keep ID current in case your dog bolts.
If your dog is severely afraid, ask your vet and a qualified behavior professional well before the event.
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