Here they test it at 12:00PM - Noon every day. It's a reminder to MrsMac and I to turn on the wireless to listen to Rush.
We are about 4 miles from the center of town (Population ~500) and if the wind is blowing right we can hear it. The siren is located on top of the volunteer fire company and blows at noon along with when they need the fireman to assemble. All the fireman also carry a pager and many carry a radio. With that written I have no idea why they still sound the siren.
Gadget, do "they" announce in the local paper when they are planning to test the siren? If they don't I can only imagine your concern when you heard it.