Servers are designed to run 24/7 in various environments thus they have a solid cooling system. Servers are typically loud at the boot/reboot time and calm down after they boot up. 

Disk shelves are typically loud. 

Generally speaking yes, you can: servers are mainstream hardware in the industry and manufacturers typically supply drivers for Windows OS

It really depends on the server generation and the ability to install graphic cards in them. Not all the models support GPUs. We typically recommend our powerful WORKSTATIONS as gaming machines. Please check our inventory of WORKSTATIONS or reach out for more details.