Hey Dhilly, it definitely is possible to use real smoke, fire and even explosions using things like fireworks in stop motion. The way it is usually done is by filming those things against a black background. Then keying out the black so only the light is able to come through in the shot. It's the same process used in green screen, but of course you'll need to use some editing software. That way you can overlay the live action onto the animation you've made.
If you want to do it in a safe way there are free stock videos you can grab over here: www.pexels.com/search/videos/explosion/
You can also use programs like Blender to create those effects. This is a video tutorial on hw to do it: