Start at a very low volume begin to play the video. While the video is playing you should train with your puppy, feed them their meals, play with them and as they are getting comfortable you can increase the volume. You should not raise the volume unless they do not seem phased with the current level of sound. Before you know it the TV will be so loud and the puppy is going about their day as if it's something that's normal!
You should do this over a few days-weeks, don't rush! Small sessions daily will go a long way. Working with them using their breakfast,, lunch, and/or dinner is ideal. They will be hungry so they will be more likely to focus on you.
Don't push them to a point where they start acting afraid or fearful. Always end on a good note! Dog’s go through many learning stages in their life its important that you practice this exercise regularly so they continue to be comfortable around fireworks and other loud noises.