How do you make sparklers explode?

Sparklers do not explode. What "explodes" is the container in which they are in. Because sparklers already have the oxygen they need, they can burn in a confined space. If you know how to construct a pipe bomb, you could substitute sparklers for black powder for a pretty decent bang. Pipe bombs are, of course, both extremely dangerous and (for that reason) illegal. Anyone caught with one deserves to spend awhile in prison.