If a red instant or sorcery spell you control or a red planeswalker you control would deal damage to a permanent or player, it deals that much damage plus 2 to that permanent or player instead.
If all damage from a source is prevented (because of Pay No Heed, for example) or if a source would deal 0 damage, the effect of Pyromancer’s Gauntlet will not apply as that source is no longer dealing damage.
If damage is being dealt to multiple players and/or permanents at the same time, the damage being dealt to each one is increased by 2.
Pyromancer’s Gauntlet doesn’t change the source or recipient of the damage.