Audio noise filter advice

There is a note on amplifier web page:

Note: The amplifier's class-D design outputs a 250Khz PWM-like signal that is restored to an analog voltage in the speaker's coil. This is what makes the amplifier so efficient, but because of the switching frequency, you should keep the amplifier as close to the speaker as possible to minimize possible interference.

Can you test just amplifier, applying audio (music) from other sources, mp3 player, PC or radio?