Sound effects should not be considered a stage direction because it has nothing to do with the actors or scenery. The way it could be considered a stage direction is if the actor is suppose to make a sound, but cannot so they use sound effect.
Stage direction is an instruction written in the script of a play that gives direction to the actors or information about the scenery. When the author of a play leaves a note in a script telling the actor to read a line with a sarcastic undertone, this note is an example of a stage direction.
