Although your situation is for after a firework display, I think the best course of action that you can take is things you would typically do before and during a firework display as well.
At the minimum, I would bring the dog inside your home during the time of the fireworks (you said they tried to "jump the fence," I'm assuming that they are outside). Usually, anxiety/thundershirts are recommended for these kind of situations as well. The shirt helps to calm a dog due to the pressure being applied to them from the shirt. You can try a thudershirt both during and after a firework display. I would say it would be pretty hard to train a dog to ignore a firework display since fireworks typically aren't heard daily.
Another site recommends 10 different things to try including:
- Give the dog lots of exercise during the day of the firework display
- Keep the dog inside during the fireworks and preferably with someone to accompany them
- Close curtains and blinds to windows
- If your dog has a crate, try covering it with something while they are in it. Dogs like a small space to retreat to when scared.