No. Strictly speaking, there is no rule or command that forbids Jehovahs Witnesses to have non-Witness friends. However, having close relationships with worldly people (as all non-Witnesses are called) is very strongly discouraged. Being friends with non-JW is equated with disobeying God.

Why shouldnt you say Bless you?

When people dont say bless you, we begin to suspect they dont care about our well-being. As etiquette columnist Miss Manners once observed, its considered more rude for people getting hit with snot shrapnel to bypass the bless you than it is for the person detonating the germ bombs to fail to say excuse me.

What to say when someone sneezes instead of bless you?

The most common alternative response that Im aware of, especially in American English, is Gesundheit!. Gesundheit! is borrowed from German, and literally means Health!. Actually Bless you! (often uttered as bleshoo) can be considered as the secular (or neutral) version of God bless you!.