You have a lot of paperwork ahead of you, plus you will need to put up a surety of at least $2500 to your local municipality (your municipality will decide exactly how much) in case your display leads to any damages. You need to apply to the fire commissioner for a permit (and file monthly reports to the commissioner about how much fireworks were used each month, and how much you still possess). You also need to apply to your local municipality, but the municipality can only approve applications "when such display is to be handled by a competent operator, to be approved by the chiefs of the police and fire departments of the municipality." That means you have to convince the local fire department that you are a competent fireworks operator. You also will have to get approval from the local fire department concerning storage of the fireworks (see below). Further, the application must include "the name of the person authorized to purchase, or otherwise order, and receive delivery of any fireworks, the specific types or kinds of fireworks to be obtained and used, the date, the hour, place of making such display, and place of storing fireworks prior to the display and, further, the name or names of the person, persons, firm, partnership, corporation, association or group of individuals making the display; the name of the person, or persons, in charge of the igniting, firing, setting-off, exploding or causing to be exploded such fireworks. The location of the storage place shall be subject to the approval of the chief of the fire department of the municipality."
Once your application has been approved and you have received your permit, you must send a copy of the application and the permit to the Office of Safety Compliance in the Department of Labor to be kept on file there.