You can't react to every foreign noise to your surroundings. Without any environmental indicators like sirens, smoke, screaming, car screeching, or follow up noises that last for several seconds like the roar of a building collapsing, or gun play all you can do is get PREPARED to move.

You don't know where to move, or how to move but you get ready to move by making sure you can do so quickly. Reason #1 for having a EDC within arms reach if not on you.