John Gill Commentary Deuteronomy 4:36

"Out of heaven he made thee to hear his voice, that he might instruct thee: and upon earth he made thee to see his great fire; and thou heardest his words out of the midst of the fire." — Deuteronomy 4:36 (ASV)

Out of heaven he made you to hear his voice, that he might
instruct you
Thunder is the voice of God, and by which he instructs men in the greatness of his power, (Job 26:14) (40:9) (Psalms 29:3) , &c. unless his voice in giving the law, which was for the instruction of Israel, is meant; for that was heard on earth, on Mount Sinai, to which the following refers:

and upon earth he showed you his great fire ;
on Mount Sinai, which burned with it:

and you heard his words out of the midst of the fire ;
the ten commands, and therefore may well be called, a fiery law; see (Deuteronomy 4:12Deuteronomy 4:15Deuteronomy 4:33) .