So the only sound you're going to hear really is the dust and air getting excited/superheated, and then the interaction with the cold air around it. From what I've seen of real lasers, most anything hit by them catches fire, or conflagrates in some way. If it's strong enough to go through something, it'll push right on through, if not it'll burn the surface, causing varying degrees of burns.
I wouldn't be surprised if a few people had programmed their lasers to go *Bwoooooo* while it charges up before firing though. So your experience may vary.