This sounds like an excellent way to lose a customer to me. If the person left and didn't come back for an hour, yes you might be justified to let his secretary or some other person who is avaiableavailable know that you need to go and that the meeting will be rescheduled.
But over a small interruptions, that is just plain unacceptable. When you are providing training in their space, these small interruptions will happen much of the time. They, after all, have to do their real jobs at the same time that they are attending your class. The fact that the production database is down (or whatever the problem is) is more imporatantimportant than your training. It is best to smile and pause for them if they are high enough or move on with the rest of the group and help them catch up later. Most peopelpeople are polite enough that if the emergency looks to consume lots of time, they will ask you to reschedule.
Frankly that this worries you is an indicator to me that you have no business in a direct customer contact situation as you don't see the customer's needs as primary over your desires..