This is the day France tests its national warning system (réseau national d’alerte RNA) and 4,500 sirens go off simultaneously with a noise most people have not heard outside of war films.
Outside of these tests the network exists to alert the population to the unlikely events of aerial bombardment (nuclear or otherwise), natural disasters such as flooding or man-made ones such as a radioactive leak. Your immediate response should be to find a radio, TV or internet connection and find out what is going on.