[Dabhand16]

The depth of field preview will show you in the viewfinder what will be in focus and what will not. You have to look at the image, not the digital info.

The noise you can hear is the lens being stopped down to the set aperture, and this is why the viewfinder looks darker - the amount of light entering the camera has been reduced from the maximum aperture that is used to view things normally.

If, by chance, you were using the maximum aperture to take the picture, there would be no difference in the lightness of the image you can see in the viewfinder.