The sound is the accumulator for the braking system. Since there's no guarantee you'll have engine vacuum available when you want to brake, the system uses a pump to pressurize the braking system.

You'll also hear a self-test of the system after you exit the car and lock up (about 5 minutes afterwards). This is part of the reason why Ford advises against DIY brake jobs. You have to put the brake system into maintenance mode so it doesn't pressurize while you've got the calipers taken apart!