I heard "Heads Up" called at a launch a few years ago. I couldn't see the rocket. I didn't see anyone pointing so I had no idea where it was ... until it embedded itself in the ground a few feet away from me.
So ... please ... when you hear "Heads Up," look up. If you see the rocket, point towards it to help others see where it is. If you don't see it, look where the others are pointing. If the rocket is coming towards you, move out of the way.
-- Roger