Thank you for your question. Oxidation is one of the most basic and easily observed reactions in chemistry. Oxidation in fireworks is caused by an oxidizing agent, usually nitrates, chlorates, orperchlorates. These oxidizers, in combination with an inorganic metal, create the colors that we see in fireworks. Some of the common inorganic salts used in fireworks and their corresponding colors areas follows:

strontium or lithium salts - red
aluminum, titanium, magnesium - silver
barium - green
calcium - orange
sodium - yellow
copper - blue

A simple experiment that you could do to observe these colors is to make a solution of one of the above salts, dip a metal loop into it,and then place the loop over a Bunsen burner. You will see the flame change color upon reacting with the inorganic salt. As far as an actual science fair experiment goes, using the oxidizers that fireworks use could be a little too dangerous for your purposes. Nitrates, chlorates, and perchlorates are highly reactive and somewhat explosive. I would get in touch with an inorganic chemist (I am a biochemist) whose lab is set up to perform experiments such as the ones that you are suggesting and work with them.