A Bluetooth connection works just like a wired connection, so you'll hear any sounds from your device that would normally play when using headphones, for example. The speakers' job is to project whatever sounds are being fed to them, which means when there are sounds you do not want your speakers to play, you have to manage it from the device that is making the sound. Most phone users will manage this by putting their ringer and notifications on silent mode, or if your device has the ability, choosing to play those sounds through the internal speakers rather than the the Bluetooth speakers.
Why do I hear my phone's notifications over Bluetooth?
