ok, we call them different things here, i'll research into this more to be sure about the regulations where you are, but no, i don't expect they'll break your window and explode in your house. governments don't generally give the general population explosives dangerous enough to do that kind of damage.
you'll be just fine SC, they just sound scary. maybe try sleeping with earplugs in, or play your favourite music really loud and sing along, throw yourself a party.
or take a course on them, when i was little i didn't like the loud noises either, and once made my family leave a celebration because the fireworks were too loud, but now i light large professional ones myself. because i know what they do, what the risks are, and what to expect from them