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There are many possible causes for these lights coming on. The engine controller has seen a problem somewhere in a monitored component or system and has set a fault code turning the lights on. It could be related to a sensor on the engine, a transmission issue, evaporative emissions system, etc.
The first thing that will need to be done to diagnose the problem is see what fault codes have set. If you don't have a code reader or scan tool of your own you can have codes read for free at most parts stores like Autozone. If you can have the codes read and let me know what is set I'll be able to give you possible causes for your specific problem.
If the noise started at the same time the lights come on then it is most likely related. If the noise didn't start at the same time then let me know whether it comes from front or rear, whether it happens turning a specific direction, any details you can include will help since I don't have the benefit of hearing the noise myself.