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A modern day shell is comprised of basically three parts:
A casing, which contains the chemical components which cause an effect, noise, or color or both.
A fuse, which transfers the fire to the lift and lights the time fuse.
A lift charge, which lifts the casing into the air.

In the small generic firecracker, black powder
is packed into a small roll or paper and a fuse is attached. The production
of commercial fireworks used in theatrical, musical, and public shows is more
complicated.
When making the large aerial fireworks, finely ground black powder is mixed
with chemicals that will create colors when they burn. This mixture is then
loosely packed into small pellets called "stars". Then the stars are packed
into a "shell" made from material such as paper mache or clay which will burn
easily. A large shell can hold close to 100 stars. Course black powder is then
packed tightly into the shell, around the stars, with one end of a fuse attached
inside near the stars and the other end outside the shell.
As
the fuse is lit, it ignites the coarse gun powder (lift charge) which forms
gases that stream out of the end of the shell, propelling the firework up into
the air out of the launch tube (mortar). This then lights the time delay fuse
that goes to the stars and gunpowder in the center of the shell. The length
of the delay is dependent on the amount of lift charge. The length of the delay
is set to ignite the lightly packed gunpowder and stars in the center of the
shell once the shell has reached it's apex or break (maximum height). Thus the
shell explodes and gives you a brilliant show of light and effects.
The basic chemical formulas used in today's manufacturing has not really changed in 800 years. But today, we can use much purer chemicals to produce the desired effect. Display fireworks are those that contain a high amount of explosive content or are propelled from point to point.
There are two basic types of shells:
Cylindrical Shell: Is generally used by all domestic manufacturers.
Spherical Shells: Is generally used by Oriental manufacturers.