It refers to a "breaking wheel", a torture device used for capital punishment in the Middle Ages and early modern times for public execution by bludgeoning to death. Legend has it that St Catherine of Alexandria was sentenced to be executed on one of these devices, which thereafter became known as the Catherine wheel.
St. Catherine's Monastery in Sinai, Mount St. Catherine in Egypt, and the Catherine Wheel firework are named after Catherine of Alexandria. She is also the patron saint of scholars, philosophers, and preachers.
Fireworks have catherine wheels and rockets.
Catherine Wheel
Pyrotechnics
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It was originally named after Saint Catherine of Alexandria, who was condemned to be tortured on a wheel and died in the year 307.
Catherine Zeta-Jones
Catherine Blackburn has written: 'The legend of Diego Salcedo' -- subject(s): Fiction
Firework
A "Catherine wheel" is a pinwheeling fireworks display, so both it and some rockets are types of fireworks. Other than that, they are totally dissimilar.
Ths spiked wheel was an instrument or torture used by the Romans. Learn more about Catherine of Alexandris at the link below.