So let's say my friend is infected with the Stagefright bug, if he sends me a video/sound will I get the virus too? Also, can voice messages on whatsapp be infected?
No, Stagefright doesn't work like that. It's not like computer virus/worm which can spread to other device, but it's an OS vulnerability.
It depends only if your device has been patched or not (e.g. OS update/security update). If it has, then you can be pretty sure that such MMS won't affect your device (for particular Stagefright attack vector. AFAIK, there are multiple, not only one).
For further reading, see Stagefright security issue: what can a regular user do to mitigate the issue without a patch?