Not all elements in the Pyromania collection contain Alpha channels or mattes. The ones which are complete are for things like Wipes where you could not key a matte from the background. We don't believe there is a "one size fits all" matte to combine these images against backgrounds. If you are against a space background, you may not need a matte. Try what is generally referred to as a "Lighten Only". If you are compositing against a light background, VCE would recommend the following:
Try using the Red Channel as the basis for your matte. Since fire and explosions are generally red with red detail, the Red channel offers to clearest image to start with.
VCE generally uses a Map next to find the darkest and lightest point, then adjust the contrast between the two to get a good matte and avoid the potential fringing. You will need to adjust this with the background since the amount of fringing will be based somewhat on the interaction with the background.
