When it comes to fireworks and dachshunds - all dogs, honestly - it's hard to just make them OK with it. It's not a common noise, and most dogs are not a fan of them.
Other noises, like I notice vacuums are common, the only way to help with that is to run the vacuum around them, let them get used to it. I'm not sure I'd recommend that with fireworks. Dog ears are sensitive. I hope somebody else has more advice, because all I can think is to leave them inside, far enough away from them to not scare them.