15 Beginner FAQ's for Pentax DSLR Users - Articles and Tips | PentaxForums.com
I think #8 is for you.
But it will make some sound even if camera is On. The SR is not constantly active. Anyway, don't rattle your camera just to provoke loud noises, so you don't accidentally damage it. You need to hold the shutter in half press for a little bit until the SR icon lights up, meaning that it is actively compensating for the current situation. But yes, the clunk sound, as it is has been called on these forums for years now, is more apparent when camera is turned off, as the SR is completely off.
Congrats on your new camera, have fun with it