You should designate one person in the home to train each dog. Start with one dog and desensitize him to your cat's presence slowly by having him on a leash or in a head halter to limit access to the feline.
In order to desensitize your dog to the sound of fireworks, you should invest in a sound effects CD of fireworks and some very tasty treats, cut into small pieces, as rewards. You should hold these training sessions multiple times per day, but for very short periods of time.
Distract the dog with play or treats. Try placing kibble in a Kong toy to keep his mind off the storm, or play an indoor game of fetch as a distraction. Desensitize your dog to storms. Between storms, expose your dog to recordings of thunder and wind while he is calm.
Desensitizing Your Dog to Birds. Play a quiet recording of bird sounds for your dog. The idea behind this method is that, if your dog hears birdsongs frequently—especially in locations where the dog is otherwise calm—it will be desensitized to the sound of birds and no longer chase or bark at birds outdoors.
The Desensitize Method Have an assistant come to your house while the dog is in his crate or on a leash on the far side of the room. Do not crowd your dog, but wait for him to be calm in his crate or space with the stranger in the same room and then give him a high value treat.
First, you can help get your dog used to noises by slowly exposing them to low-level noises. Play videos of your dog's triggers, such as fireworks or thunder, on your phone quietly. Then, slowly increase the noise to the point that your dog isn't exhibiting fearful behaviors but tolerating the noise.
Counter conditioning means training an animal to display a behavior that is different than his current reaction to a stimulus. Desensitization is the process of exposing the animal to a stimulus beginning at a very low intensity.
Distance: Begin desensitization from a distance and move progressively closer as the pet is successfully counter-conditioned. Volume: Play sound stimuli in varying intensities from quiet to loud. Movement/activity: Begin with the stimulus standing, before proceeding to walking slowly, jogging or running.
This will take anywhere from one to three weeks, depending upon your dog's acceptance and your approach.
How to desensitise a reactive dog
With any of these, rather than trying to desensitize the dog by clicking at random, try to make the connections very clear. Click when you put the dog's dinner down. Click when you open the door to take the dog out. Click, of course, when you hand the dog any treat.
There are certain people who will tell you the best way to desensitize a dog to gunshots is to either lock them in the car with the windows cracked at the range or take them into the range itself and leave them in the waiting area or lobby (yes, some ranges actually allow that).