Why do you need to turn off your computer when you hear these sounds? Because every second that you’re hearing those sounds, the disks in the HDD are being damaged beyond repair. Every tiny bit of the disks that gets damaged means files, folders, pictures, or videos are being lost forever.
You can still recover some of the files, but it will require finding a data recovery specialist and spending at least $1000 dollars. Data recovery specialists have very expensive equipment and training and sterile, dust free environments.
This allows them to delicately take apart your HDD and use their special electronics and tools to slowly, carefully, recover as much as they can. There are no guarantees though. They won’t know how damaged the drive is before they take it apart.