Depends on what it sounded like. Large sheet of breaking glass? I think I might wander by. We do have a large number of guests who drop family-size bottles of shampoo in the shower. That sounds like a baby elephant falling off the bed.
Furniture being moved? I generally let that go.
A person? Usually accompanied by other loud noises (imprecations). Something on the stairs or in the common rooms? I'll take a walk through the house ostensibly to do something else.
Generally I just make sure I'm 'in the area' if the guest comes looking for me.
Depends on the sound. I make myself available for certain. Some sounds I can peg as another "avalanche" in the storage room depends on the time whether I wait or go now. Guest area (room) I try to figure out what it could be. I have been know to ask up the stairs, "Is everything OK?"