Yes, but those early fireworks were different from those we see now (brightly colored, very controlled fireworks) : they were much closer to actual weapons. The very first pyrotechnics in Europe were used, around 1379, both for festivities and for war. In that second context, fireworks were not exclusively used for "loud noise and flash", however, but to create fire :

The Paduans and the Venetians used rockets and various gunpowder incendiaries to blast the town of Chioggia. Fortified spaces were thereafter attacked with fiery mixtures of gunpowder, bitumen, and oil, used to tip fire arrows or fill bombs and "fire tube" wich cast out flames from a handheld pole. (Werrett, Fireworks, Pyrotechnic Arts and Sciences in European History, Chicago and London, The University of Chicago Press, 2010, p. 16).

Such display were quite typical of theatrical fireworks of the same period, in mystery plays for example. The "fire tube" for example, was extensivelly used, and for centuries, in european theatre and festivities. It is, however, quite different from today's fireworks, since it is not an invisible rocket exploding in the sky to create a bright pattern, but probably much closer to a birthday candle with sparkles. (for more information on this type of firework, see Butterworth, Theatre of fire, London, The society for theatre research, 1998, pp.42-43).

If the use of firewoks in warfare to impress adversaries seem to have been limited, festive diplays were, however, used in the context of conquest. Fireworks were, on occasion, used by missionaries (especially jesuits) and colonizers to emphasize their superiority on the people they wished to subdue. For example, Kircher explains how jesuits missionary in India had used a common display, the "dragon", to terrify indians into releasing prisonners (Kircher and Kestler, Physiologia Kircheriana, 1680, p118). This "dragon" was usually used in festive european displays (such as royal festivities and theatre) and consisted of a dragon figure in which fireworks were inserted in order to make it move and produce noise and fire (for more information on this type of firework, see Butterworth, op. cit., pp.87-98). Much in the same vein, Le Jeune recall the french mission in Quebec using festive firework display to prove to the Hutton they were more powerful than the demons (Le Jeune, Relation de ce qui s'est passé dans la nouvelle France en l'année 1637, Rouen, J. Le Boulenger, 1638, p.18).

Those example lead Simon Werett to suggest that "performances on the colonial periphery made explicit the performative politics behind pyrotechnics displays at the center". (Werett, op. cit., p56) : the fireworks festive displays put on by monarchs and nobility were not only a display of wealth and an entertainment given to the people. They were also used to emphasize the power of those who understood their working, as the recurring image of the population, naively terrified by the display, suggests.