There are very few programs (only some stress-testers) that will beat the tar out of your hardware like FAH does. (I've added it to my test/burn-in repertoire.)
FAH will keep your CPU at 100% and your GPU 96-99% (but only 10% mem. controller util.). Your hardware will get hot--how hot depends on your cooling solutions. Honestly, my equipment keeps the floor warm enough that I haven't had to run central heating yet (even have to open windows despite it's being 30F outside).
Assuming all is working perfectly, you are probably just hearing fan motors and air pressure/movement. If you are hearing a tapping or scraping sound, check your fans. My 2-year-old 580 fans make a scraping noise at certain RPMs AND when my case exhaust fan is at low (5v vs. 12v)--contact cleaner inbound as I don't want to RMA it just for that. Point is, fiddle with turbulence.
If you hear a high-pitched whine, check your PSU for coil whine. If you are having that, you'll likely want to return it and buy a different brand.