If you have a dog that is afraid of bullets, well then New Years and thunderstorms can be really hard. How a dog reacts to the sounds can be different, some dogs become paralyzed with fear, others urinate or try to escape.
Classic signs that the doggy is scared can be a low body or have the tail between the legs. But there are many other ways the dog signals fear through its body language. It may be that it yawns nervously or that the dog licks itself anxiously around the mouth. Or by the doggie laying the ears flat against the head.
It could be an event that traumatized the doggy, perhaps the dog was startled by a firecracker or by lightning striking nearby. But for many dogs, the fear of loud noises is innate. That fear may have been useful generations ago, where sudden and sharp sounds are connected with something dangerous that the dog needs to escape from.
Some dogs can react even before the storm arrives, they may hiss and wander anxiously from time to time. So in order for you to be able to act in time, it can therefore only be wise to keep an eye on the weather forecast and prevent the dog.
Regardless of whether your dog is afraid of thunder or gunshots, it can be good to act preventively and try to reduce the dog's anxiety. To train the dog for these difficult times, you need to train when it is calm and with minimal disturbance. If you have a dog that is afraid of thunder or rockets, it is something that can be difficult to train away and that requires a lot of work to even be able to reduce the fear.
The fear can make the dog blocked, so demanding obedience or training when the dog is afraid is probably doomed to failure. However, treats can be relaxing, so it might be worth a try to give the pooch some treats. Maybe you can give the puppy some candy out of your hand or throw it out on the floor and let the dog walk around and eat the candy.

Also, keep in mind that your reaction affects the doggy, so be sure to stay calm and behave as usual. Feel free to pet the dog, but without pitying it.
The most important thing to remember when you have a scared and stressed dog is not to leave the doggy alone. You may not be able to calm the dog when it is at its worst and the dog is shaking or panting, but just by being close you make a difference.
There are tranquilizers available, so if you know your pooch is really unwell on New Year's Eve and there are fireworks or other occasions when things go off, it might be a good idea to talk to a vet.
There are also thunder vests such as thundershirt. It is a dog coat that fits tightly on the body like a big hug. Maybe it can help your dog when it's at its worst.