To unlock the Firebird trophy in Metro Exodus you must kill one of the demons in the game with fire. The easiest place to do this is in chapter 3, Volga on a lower difficulty.
Head to one of the numerous safehouses on the level and craft some Molotov Cocktails on the workbench. You will need a couple of them to kill the demon, so create 3 or 4 just to be sure.
In the very southwest corner of the map, sandwiched between two safehouses, you will see a group of silos that look like large circular buildings.
You can see the location highlighted by the teddy bear in the image below:
Make your way over to them and climb to the top and you will find a demon nest. Equip your Molotovs and quickly throw a couple of them at the demon before it has the chance to react.
Once the demon has died, you will unlock the Firebird trophy.
Whilst you are up there, make sure to collect the teddy bear below the nest next to red tricycle to collect one of the items for the Friend of the Crew trophy.