Magnitude 3.9 Earthquake 10 miles east of Portsmouth NH.

Pardon my ignorance, but did the earthquake itself have an actual sound, or just like the sounds of stuff moving and shaking as an effect of the earthquake?

I'm no geologist but I would suspect that you would have to be fairly close to the epicenter to hear whatever sound waves the earthquake produces - the rest would be sounds made by stuff moving, breaking, etc.