If you have bulb mode on your camera, a remote release and a tripod you are in business. Manual focus at infinity, stop your lens down a bunch (look at the first couple pics, you want to keep the sky relatively dark), turn your iso to something with relatively little noise and aim the camera at the sky.
Try to close the shutter after one or two shells or things quickly get out of control. If you don't have bulb mode, I usually do exposures from 1 to 10 seconds depending on how fast the shells are coming up. For interesting effects, try zooming or intentionally moving the camera while a shell is exploding and the shutter is open.