Sound, lighting and a bunch of other signals (glances/gestures from actors, movement along a track, digital effects) will all be used to focus audience attention. In live plays and concerts, they spotlight a specific portion of the stage. In games, they have enemy movement, lighted tracks, or helper characters to guide players along.
Ultimately, it does come down to the strength of the storytelling. If the viewer is engaged with the story and the characters, they will be inclined to follow them and focus their attention on the characters.