If an aircraft enters supersonic velocity, it breaks the sound barrier and causes a sonic boom. Most of the noise is rather infrasonic, and you feel it more than you hear it, the actual bang is not that loud. However the noise can cause people to be frightened.

I am living in an area where military flight operations happen, and sonic booms can be heart from time to time. As previously stated the noise itself is mostly infrasonic, but here is a recording of what it sounds like in my poor little microphones.