If the pump is loud the most likely culprit is that the bushing at the bottom of the impeller well is not seated in its socket, it should not be loose on the shaft but pressed into a seat at the bottom of the well. It is also possible the shaft is broken, please check this as either can occur in shipping. The noise may also be a result of water being drawn into the air intake by the anti overfoaming feature.
It is not unusual for a newly installed skimmer to foam over, start it with air fully open, make sure the pipe is pressed in all the way in the skimmer base and that the basket is not above the top of the pipe. Close the air as needed but not more than 50%. If any additives which would act as a surfactant have been used, this behavior will not subside until the additive is discontinued for 2 weeks. Such additives include dechlorinator, stress coat, vitamin and amino supplements and most medications/algae killers.