Hiya!
When you connect to the internet (especially through a dial-up connection), your computer must make the request for network resources. This is usually done through a Modem, a device designed to establish and split the connection among your devices.
Fun fact; a dial up connection uses the same radio frequencies that you would use to talk on the phone; and they're in the audible spectrum. When you start up that connection, the reason all those funny noises happen is because it's "talking" to your ISP over those lines.
Hope this helps!
