I am assuming you have a brushless motor, and your ESC is for a brushless motor. If so, if you have the red + to + on the battery, and black - to - on the battery, that end is correct. Don't think most esc's emit any sound when reversed. I also am assuming you have the signal wire hooked to channel 3 of your receiver correctly. The other three wires don't have a + or - as the motor is phased for all three and you really can't hook them up wrong. The only thing that goes wrong is the direction of rotation. Switching any two wires results in the motor rotation going the other way.
If one of the three motor leads is not connected you normally can get a nasty growling or chattering sound, so if you have a bad connection that is a possiblility.
I tend to think you might have entered the program mode of you ESC and that can result in many different chip sounds. I suggest you find the instructions for the programing of the ESC and see if any of those chips sound about right.