When you hear the siren or see the flashing lights of an approaching emergency vehicle, you must:

Yield the right-of-way to any approaching emergency vehicle that is using its flashing lights or siren, regardless of its direction of travel. You must immediately drive to the right side of the road and stop until the emergency vehicle has passed. If you are within an intersection, pass through the intersection before coming to a stop on the right side of the road.
DMV Writen Test