I’ve had 4 large dogs since having a decent home theatre setup. One will sometimes leave and go sleep on a bed in the guest room if he’s annoyed. The others couldn’t care less. If a show or movie has a doorbell sound, lookout though… guess that means it sounds realistic.
Basically you just need to help the dog acclimate to it. If it’s an adult dog that seems skittish, start with lower volumes and work your way up over time. They’ll feed off your energy. If you are relaxed, they be relaxed too if you are the pack leader. Another useful tool I’ve found is “The Thunder Shirt”…one dog I had with pretty bad storm and separation anxiety calmed down immediately with that on. Eventually he didn’t need it at all.