If you only see black frames, that’s probably because you don’t have the required by the project plugin: Trapcode Particular
If you see a red “X” sign over the screen, that’s because you only have the trial version of the plugin (it’s not registered).
In both cases you can purchase the plug-in here: http://www.redgiant.com/products/all/trapcode-particular/

To overlay the fireworks on your video, there are two ways:

WAY 1: In the “MAIN COMPOSITION message” composition, disable the background layer (last one) and the layers not needed: (buildings trees, etc). Now you can drag and drop your video or image over the background layer (last one) Render normally (RGB).

WAY 2: (Rendering as video to overlay it with an editing softwafe). In the “MAIN COMPOSITION message” composition, disable the background layer (last one) and the layers not needed: (buildings trees, etc). Now render the file in a format (codec) that supports RGBA (VIDEO AND ALPHA MASK) output (like quicktime animation or png, etc.)

Now you have a file ready to be overlayed over your background (photo or video). You can do this in After Effects or your favorite editing software! (Drop it over your video track!)

If you get this message update your particular plugin to the latest version through the Red Giant site. Also install the C++ redistribituable file: https://www.microsoft.com/en-us/download/details.aspx?id=30679