We have a similar device. When I bought it I plugged it in and waited for the dog to doze. Then I turned it on. He lifted his head and looked around, then got up and quietly left the room.
Whilst the cat's not too bothered about my ultrasonic cleaner (the energy pretty much stays in the liquid), he gets
extremely distressed if I dare to switch on the ultrasonic leak detector that I use for door seals, dodgy walls, etc. This puts a lot of energy into the air at 40kHz, and he can hear it from several rooms away - enough of this energy gets around pretty much any normal house door, and it's well within his hearing range - which according to some sources goes up to about 64kHz - way beyond a dog's, which on a good day will extend to about 40kHz tops. Porpoises and dolphins have probably the best range though - it extends up to about 150kHz.