don't be 'alarmed'
it's just a test
https://www.cnn.com/2023/10/04...

Good info from WaPo

If you have a phone that you absolutely do not want to make a sound — for instance, if you are in an abusive relationship and have a hidden device — there is something you can do. Turn it off before 2:20 p.m. Eastern and do not turn it on for at least 30 minutes. The alerts should not send after 2:50 p.m. Eastern. If you are in a situation in which a phone needs to stay hidden for your safety, do not rely on muting it or other settings. Turn it off.

And I don't think mine made a sound, but it did pop up the message about it. I could have been away from the phone right at that moment though.

My desk neighbor was away from his phone and the alert stopped pretty quickly without being canceled manually.

I was in a sandwich shop, probably 10-15 people, all went off

So funny - DH had just gotten home from golfing, I was in the garden and he was walking over to talk to me when his phone went off with the alert... I said "it's a federal government test alert blah blah blah" ... the kind of shocked look on his face was priceless!