These violent delights have violent ends,
And in their triumph die like fire and powder,
Which as they kiss consume.
violent = intense, rough, dangerous, passionate, sudden.
delights = joy, happiness
triumph = win
fire = fire,heat
powder = gunpowder
kiss = kiss or be together
consume = explode.
So I think this quote basically says that sudden or intense happiness will also lead to a sudden end. That they might not win until their death, and in the end, everything will end or blow up the situation, but they will be together.