Fireworks make my birds nervous, some get flighty, especially the cockatiels, and some get very very quiet. My little Yorkie is terrified of all the loud pops and sizzles. The cat however, doesn't seem bothered in any way in the whole event.
I walk outside with my Yorkie when she needs to go out, and keep her close to me at all times so she has some reassurance of the unknown. I cover any birds that get very upset, so they will settle down better. I give special treats too so everyone can hopefully associate treats with this time if possible. I also make sure strangers or even known groups of people, do not invade the birds' space. The birds all know me, they love me (well at least most of them do), and they trust me, so I am their go-to-person during this time.
Playing a television or radio on low can also help mask the fireworks and make them blend in more with normal noises.
A little thought for the feathered and furred will help make your July 4th weekend a fun celebration for all.