ACTUAL TECHNICAL ANSWER INCOMING.
Lasers go wrrrr-bang.
More specifically, lasers are going to get very hot just like any other weapon. Where projectile weapons can dissipate heat by using the mechanical motion of the weapon to help blow air over some parts, and by ejecting casings (which contain a lot of the heat from the shooting) lasers generally have to have some other active-cooling feature. In realistic designs that is usually in the form of fans and heatsinks. You could imagine that a laser firing is going to sound a lot like that dull humm you hear from your computer due to spinning fans or other moving parts.
The SmAR/Fatboy fires in pulses so I assume it is a drilling type laser instead of a heat ray. This type of laser focuses all of its energy on as small a point as possible on its target. That one tiny point gets extremely hot nearly instantly, turning it into a rapidly expanding ball of gas. Like any explosion it makes a loud BANG.
It also gets very, very, bright. If you're looking at your target without sunglasses you probably just blinded yourself.