Anything that's on the screen is generated in Mach3. Mach3 is an open loop system and has no idea what the machine or the controller is actually doing. If what you are seeing on the screen does not match the G code, then there is a problem with the setup or maybe the computer.
If the motors are making strange noises, then you may have a mechanical issue like something binding. This could also be related to a computer or Mach3 issue.