Is Trigger, need help understanding description

Hello,

So I was looking at collider settings for basic objects, and noticed the "Is Trigger" option. From the reference document:

If enabled, this Collider is used for triggering events, and is ignored by the physics engine.

That's fine, but my questions remains about the physics engine. What does it mean it is ignored by the physics engine?

Suppose I have a spheres rolling toward a wall. On collision, it would trigger a sound. If I check "Is Trigger", does it mean the sphere's collision would trigger the event (sound), but it would pass through the wall because the physical collision ignored by the physics engine (instead of crashing into each other and the ball deflecting away)?

If that is the case, how would I set it up so that a trigger event is detected, and the physics engine kicks in as well?

Thanks.