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In case of a classic magnetic disc drive starts to make new strange sounds and you can tell it isn't coming from one of the many fans in the computer, turn it off immediately and remove the power plug. 

Assuming a tower chassis PC, you can safely open up the chassis and listen - there will be a fan in the PSU, one on the motherboard/CPU, some on the graphics card and maybe some additional ones in the chassis itself. The HDD is traditionally mounted high up in the front. 

The reason you should unplug it if noise is coming from the HDD, is because that way there may be a possibility to save data stored on the disc. But the longer you run it while faulty, the higher the chances of more data loss. There are companies specializing in hard drive recovery that can help with that.

We may note that hard drives of any kind aren't particularly reliable. The old ones have this mechanical head problem, the new SSD ones have problems with data retention (eventually losing data over time) and number of write cycles. So the best thing to do is to take regular backups of important files to an external USB drive and/or cloud storage.