They are not magic, rather science. Basically they are tubes filled with material called pyrotechnic stars... [He seems to realise he is about to launch into a Lloyd style lecture to a six year old and shakes his head]

But they seem a lot like magic. You don't have to do anything but they are very loud so be careful you don't jump and if you wish to cover your ears let me know so I can make sure you don't fall.