What causes the clicking sound?
Can it make other sounds?
The blue user LED is blinking every second, as expected.
I’d advise you to give the documentation a try, it’s there for a reason after all. https://docs.particle.io/datasheets/particle-shields/#internet-button
The examples in the IDE wouldn’t hurt either.
Even the silk print at D0 (the pin used for the LED) would provide a hint 
Although you’d need to take the Photon out and remove the white cover, so looking at the docs may still be easier.
Maybe worth a not for next revision, to have the silk underneath too.