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Well, firstly, it's not a stupid question, but rather a funny one – the fan in your computer case is making noise because it's the CPU fan.
When you click on a building, scripts and files are loaded, and many other things happen. After that, the processor starts processing them. Since the fan speed directly depends on the number of operations in the processor's queue, it starts spinning faster and, consequently, making more noise. After you exit the building, the processor returns to its "normal operating mode," and the fan stops making noise. Basically, I've explained it in a way that you can understand, so those who know a lot, please don't laugh.