Both fireworks and light bulbs give off light. But, why do fireworks and light bulbs give off different color light?
Because fireworks contains various chemicals that give off different colors of light when ignited. Because tungsten is heated in a vacuum using direct electricity, and doesn't involve an oxidation reaction (most if not all fireworks involve oxidation) it gives off white light.
Fireworks give off light by emission spectra from excited elements. Neon lights and lasers do the same. Fluorescent light bubs (compact and regular) start with the spectrum from Hg, but allow that light to interact with fluorescent materials in the bulb to generate other colors. Tungsten bulbs are blackbody radiators. Google any of the above terms to get more information.