Where is the APU on the BAE-146? I always hear this loud noise coming from the undercarriage when im boarding one of these.

The APU on the 146/RJ is in the tail just forward of the air brakes.
The noise you hear from the main gear is from the brake cooling fans. The 146have them. They are an option on the A320 and the A330.
The APU as already stated provides electrical and pneumatic power to the aircraft. If it is U/S they have to provide electrical power and an airstart (an APU on a lorry) to start an engine at the gate. The aircraft is then pushed back onto the taxi way and the other engine is throttled up to provide the pnuematic pressure to turn the other engine.
When the aircraft is on stand the airlines do not like the APU being run because it costs a lot of money. The airlines prefer the aircraft to go onto the fixed electrical power provided by the airport.
If you want to hear a noisy APU go listen to an EMB-145! Those dreadful little piles of C*** give you a head ache if they are parked two stands away!
A330-300, Alitalia jacked MAN in last year

Rgds Cking