My server downloaded 1 sound, but when I tried the plugin, the fireworks worked but the console was flooded with missing sound errors, though I didn't manually install the sounds which might be partly why.
You could use
this Downloader + Precacher plugin to have the sounds cached for players without them downloading the sounds.
Alternatively, you could combine TF2-specific sounds that players will already have in their game files to recreate a fireworks sound effect (though you would need to edit the source for that).