Ticks are bad news. They can carry Lyme Disease which can affect humans, dogs, cats, and other mammals. Your dog may not show signs right away, but even without signs it is a good idea to regularly check for ticks.
In the end, you just need to remember that fireworks may be fun for you and your family, but they are most likely terrifying for your dog. Find a way to make your dog as comfortable as possible and then have some fun.
For your sake and your dog’s sake, it is much better to train from the beginning of your dog’s life or the beginning of the relationship between you and your dog, but that some times doesn’t happen. It doesn’t mean it should never happen.