sound and keyboard issues

I currently have Yosemite and I am new to mac. There is this sound that plays and I do not know from which program it's coming from and it's driving me nuts. It's not regular. I know it's an alert sound but from where and when does it come? Does anyone have a program that can verify this?

I also have an issue with my keyboard. I tried to look under preferences of the keyboard but couldn't find the proper virtual keyboard matching my actual keyboard which means that not all my real keys correspond. I am playing a guessing game to figure out where "à" is for example. My actual letters are good but not the rest (punctuation, etc...)

The last thing is the continuous shift key. It doesn't "capitalize" mu numbers which means that i need to keep pressing shift at the same time I am writing numbers. Is that a mac feature or can I change it? It's annoying if I have to write series of numbers...

Thank you