As a truck driver a few years ago I used to haul pyrotechnics across Europe by road as part of "groupage" freight traffic. When carrying pyrotechnics, I had to have red "explosive" hazard labels clearly displayed (this was in 1980) and I was not allowed to use the normal passenger ferries across the English Channel.
P&O and Townsend Thoresen both used to operate separate "freighters" for trucks carrying hazardous cargo and the precise nature of the hazard had to be declared before embarkation.
I'm pretty sure there is no "normal" way of shipping pyrothechnics around the world, but looking at the number of cheap firework shops springing up in the UK with many of them coming from China, I guess someone has found a way to get them through.